1. Here are the (fully written out) solutions for this class problem. Pages 1-3 explain (correctly as well as in considerable detail) the delta hedging approach for 1 timestep calls and puts.
2. Here is the spreadsheet we used in class today; while it only provides solutions for the replicating portfolio and risk neutral valuation methods, the worksheets contained therein also carry out 2 timestep calculations for both of these methods.