Thx for helping!

Problem 4. Assume a binomial model with S(0) = 100, u = 1.2, d = 0.9 and and effective interest rate of i = 0.10 for each period. Construct a three-period binomial model for an American put with strike price K = 100. (a) (8 points) Compute the price for the option at each node and compute the hedging strategy (ie. A and B) along the path udd (i.e. up-down-down) for this option. (b) (2 points) Is it optimal for the option holder to exercise the option early along the path udd (i.e. up-down-down)? Problem 4. Assume a binomial model with S(0) = 100, u = 1.2, d = 0.9 and and effective interest rate of i = 0.10 for each period. Construct a three-period binomial model for an American put with strike price K = 100. (a) (8 points) Compute the price for the option at each node and compute the hedging strategy (ie. A and B) along the path udd (i.e. up-down-down) for this option. (b) (2 points) Is it optimal for the option holder to exercise the option early along the path udd (i.e. up-down-down)