2 Step Binomial Tree Model with a risky asset, a stock with initial stock stock price and parameters

Consider a 2-step binomial tree model with one risky asset, a stock with initial stock stock price So 60 and parameters U = 0.2 and D = -0.2. The risk-free return is R = 0.1 per step. (a) Determine the equivalent martingale measure Q and draw the stock price tree. (b) Determine the no-arbitrage prices for the European call option on the stock with strike price K = 54 and maturity T = 2. Corresponding to the stock price tree from part (a), draw a price tree for the European call option. (c) Determine the no-arbitrage prices for the American put option on the stock with strike price K 54 and maturity T = 2. Corresponding to the stock price tree from part (a), draw a price tree for the American put option. In which scenarios, i.e., at which nodes in the price tree should the option be exercised before maturity