The current price of a stock is $100. A 1-year option on this stock has a strike

Question:

The current price of a stock is $100. A 1-year option on this stock has a of $100.
(a) Find the price of this option using the Black-Scholes model given that the risk-free rate is 5% and that the variance of the stock return is 0.20.
(b) Find the price of the option using the binomial model and assuming that at the end of the year the stock price could be $122 or $82. Assume the annualized risk-free rate is 5%.
(c) Find the price of the option using a two-step binomial model assuming that in six months the stock price could be $115 or $87, and that in 12 months' time the stock price could be $133, $100 or $75. Assume the risk-free rate is 5%? Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity.