Complete a three step binomial tree to price the options outlined below. Use the informationprovided to find the values for:

a) an European Call Option (13 points)

b) an European Put Option (13 points)

c) an American Put Option (13 points)

d) the call delta at each node in the tree (6 points) Provide examples of your math / setup with your answer do not just turn in your final answers or the completed tree without showing the calculations in the tree Stock Price = $80, Strike Price = $82, Volatility =0.3, Maturity = 9 months, (each step in the tree = 0.25),interest rate = 0.025

explain all steps fully in completing this question.