two-step binomial tree call option risk neutral probability

JJs stock is currently trading at $22.5 a share. JJs stock can either increase by a factor of 1.14638 (u=1.14638) or decrease by a factor of 1/u (d=0.87231) over a period of 6 months. There is a 12 month call option on JJs stock with a strike price of $18.3. The 6 month risk free rate is 4.403%. Fill in the tree below to find the price of the call option today. (Do not use continuous compounding)

f is the call price at each point on the tree.

Port is the value of the risk-free portfolio on the tree

S is the stock price

u and d stand for up and down respectively

Do not use continuous compounding

Do not round intermediate calculations

what are the risk-neutral probabilities?

p = ____%

1-p= ____%

		S0= 22.5
		f0=
	Sd=		Su=
	fd =		fu=
Sdd=		Sud=		Suu=
fdd=		fud=		fuu=