The answer should be short and easy, so please help!!

3 months 3 months - at 1/4 | dt 1/4 A_uu C_uu 110.09 p_uu 50.00% A_ u 105 4% 106.05 p_ud 50.00% F_u Delta_u L_u C_u p_u 50.00% 100 A_ud=A_du 102.01 C_ud=C_du A10) C_ 04% F_O 101 Delta_0 LO C_O p_d 50.00% p_du 50.00% 97.97 F_d Delta_d I d p_dd 50.00% C_d A_dd93.93 C_dd Above is the 6-month evolution of an asset broken into two consecutive 3-month periods in a risk- neutral setting. Let strike K=102.01, the 6-month forward value of the asset. An option with strike K=forward is called an At-the-Money-Forward (ATMF) option. 3) Use risk-neutral valuation to compute today's value of a 6-month expiry ATMF call option (Option payoff at expiration: max(0, A(6m)-K))? 4) Use replication to compute today's value of a 6-month expiry ATMF put option (Option payoff at expiration: max(0, K-A(6m))? 3 months 3 months - at 1/4 | dt 1/4 A_uu C_uu 110.09 p_uu 50.00% A_ u 105 4% 106.05 p_ud 50.00% F_u Delta_u L_u C_u p_u 50.00% 100 A_ud=A_du 102.01 C_ud=C_du A10) C_ 04% F_O 101 Delta_0 LO C_O p_d 50.00% p_du 50.00% 97.97 F_d Delta_d I d p_dd 50.00% C_d A_dd93.93 C_dd Above is the 6-month evolution of an asset broken into two consecutive 3-month periods in a risk- neutral setting. Let strike K=102.01, the 6-month forward value of the asset. An option with strike K=forward is called an At-the-Money-Forward (ATMF) option. 3) Use risk-neutral valuation to compute today's value of a 6-month expiry ATMF call option (Option payoff at expiration: max(0, A(6m)-K))? 4) Use replication to compute today's value of a 6-month expiry ATMF put option (Option payoff at expiration: max(0, K-A(6m))