Incompleteness in a trinomial model

One period, $r=0$. A stock at 100 moves to 120, 100 or 80, each with positive real-world probability. A call has strike 100. (a) Find all risk-neutral probability vectors $(q_u,q_m,q_d)$. (b) Find the range of call prices consistent with no arbitrage. (c) Compute the cheapest super-replicating portfolio and the most expensive sub-replicating portfolio of stock and bond, and show that their costs are the endpoints of (b). (d) Explain what this says about pricing options when the underlying can gap.