Question: help to finish question 3 and 4. 3. Construct a five-step binomial tree to evaluate a one-month European call option on a non-dividend paying stock

help to finish question 3 and 4.

3. Construct a five-step binomial tree to evaluate a one-month European call option on a non-dividend paying stock when the initial stock price is $100, the strike price is $110, the risk-free interest rate is 4% per annum, and the volatility is 25% per annum.Use the Cox-Ross-Rubinstein formula for the tree parameters. 4. Construct a three-step Binomial Tree Model for stock with initial stock price S0=70, market upswing u=1.25, market downswing d=0.8, strike price X=$50,T=3 months, monthly interest rate r=0.06. Compute the delta value of this three-month European call option on the stock

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