answer all 3 questions for an upvote please

please answer all 3 for an upvote or answer as many as you can

For a two-period binomial model, you are given: i) Each period is one year. ii) The current price for a nondividend-paying stock is 20. iii) u = 1.2840. iv) d =0.8607. v) The continuously compounded risk- free interest rate is 5%. Calculate the price of a 2 year American call option on the stock with a strike price of 22. Possible Answers A Less than 1 B At least 1 but less than 2 c At least 2 but less than 3 D At least 3 but less than 4 E At least 4 For two-period binominal model for stock prices, you are given: i) Each period is 6-months ii) The current price for a nondividend-paying stock is 70.00 iii) u = 1.181 iv) d-0.89 v) The continuously compounded risk- free interest rate is 5% Calculate the price of a one-year American put option on the stock with a strike price of 80.00 Possible Answers A 9.75 B 10.15 C 10.35 D 10.75 E 11.05 For a three-period binomial model for stock prices, you are given: i) Each period is 4 months ii) The current price for a nondividend-paying stock is 70.00 iii) u = 1.2, iv) d=0.8, v) The continuously compounded risk- free interest rate is 5% Calculate the current price of a 1-year 80-strike American put option on the stock. Possible Answers A 10.55 B 11.66 c 12.77 13.88 E 14.99