Suppose that today's price of ABC stock is $100 and it is known that price moves up or down by a single multiple of *u'

[answerhappygod]

Suppose that today's price of ABC stock is $100 and it is known
that price moves up or down by a single multiple of *u' and *d'
respectively in six-months. A riskless portfolio is comprising of
delta stocks of ABC and a six-months CALL option on ABC stock with
a strike price of 105$. Finally, if risk-free rate is 12% per annum
for all maturities and the annual variance of the underlying stock
prices is 36%, complete the table below for nodes A, B, C.