Pricing options, please help! Only need help with question 11

10. A stock is currently trading at $80. After one period, the price will either increase by 20% or decrease by 20% and the stock does not pay any dividend. The risk-free rate per period is 2%. Consider a put option on the stock with strike price of $70. Set up a replicating portfolio and price the option. 11. A stock is currently priced at $48. After one period, the stock price will increase to $60 or decrease to $40. A bond that will pay $100 after one period is trading at $96. Find the risk-neutral probabilities of stock price up and down movements. Value an at-the-money call option. Value a put option with strike $50. 10. A stock is currently trading at $80. After one period, the price will either increase by 20% or decrease by 20% and the stock does not pay any dividend. The risk-free rate per period is 2%. Consider a put option on the stock with strike price of $70. Set up a replicating portfolio and price the option. 11. A stock is currently priced at $48. After one period, the stock price will increase to $60 or decrease to $40. A bond that will pay $100 after one period is trading at $96. Find the risk-neutral probabilities of stock price up and down movements. Value an at-the-money call option. Value a put option with strike $50