TD - A European call option using the binomial model

QUESTION
A European call option is to be priced using the binomial model assuming
the following data
Strike $50;
Maturity 1 year, two intervals;
Continuously compounded annual risk free interest at 3%;
Volatility of underlying stick 30%;
Current price $50
(a) Show that the up and down factors for the share price U, D respectively,
over a six month period are U = 1.227073, D = 0.802814. What is
the continuously compounded interest rate for each six month period?
Calculate the asset prices, representing this information on a binomial
tree.
(b) By constructing a replicating portfolio of shares and cash and working
to 5 decimal places, calculate the initial premium for the option.
(c) Discuss briefly the trading strategy for the write of the option if the
underlying share always rises in value.