Consider a $2$ period Binomial Tree Model for stock in which the original stock

price is $80$ and U$=1\mathrm{.}6$and p$=\mathrm{.}7.$

A$.$ Find the expected value of a Call Option at expiration with a strike price of

$65.$ Your final answer should be correct to $3$ places after the decimal point.

B$.$ Find the expected value of the Put Option at expiration with a strike Price

of $75.$ Your final answer should be correct to $3$ places after the decimal

point.

C$.$ If interest rates are $12\%$ per annum continuously compounded and there

are $6$ months to expiration, then find the value of the Call and Put, now.

Your final answer should be correct to $3$ places after the decimal point.

Please answer all parts of the question.