When you use 2-step Binomial option pricing model where each time the stock price can either increase or decrease by 10%, you can use either "risk-neutral probability" method or "risk-free portfolio" method where you construct a risk-free portfolio by buying delta shares and shorting 1 derivative. Under both methods you divide your price tree into smaller 1-step sub-trees. In this case

a) Both risk-neutral probability and delta are the same for all sub-trees

b) Risk-neutral probability is the same for all sub-trees while delta can be different for different sub-trees

c) Delta is the same for all sub-trees while risk-neutral probability can be different for different sub-trees

d) Both risk-neutral probability and delta can be different for different sub-trees