i dont know how to do e and f

my answer for a and b if you need

e should be both call and put option

Let us assume that today's stock price is 100 and it is expected either to increase by 10% or to decrease by 20% every period over the next three 1-month periods (three-period Binomial tree). Also suppose that the continuously compounded risk-free rate of interest is 12% per annum. (a) Find the price of a 3-month European call option with strike price 90, written on a non-dividend paying stock. (b) Find the price of a 3-month European put option with strike price 90, written on a non-dividend paying stock. (c) Verify if put-call parity relationship holds using the prices calculated in (a) and (b). (d) If the call and put options considered above were American instead of European, then in each case verify if an early exercise is optimal. (e) A chooser option with strike K with maturity T is a option that gives the flexibility to the buyer a fixed period of time To, where 0 10 t hus we meal to exerase madurance thes for call option, buth Furopean & American have some pike, but put optre doesnt, thus to need to exercise American put optrom early. Z prove Let us assume that today's stock price is 100 and it is expected either to increase by 10% or to decrease by 20% every period over the next three 1-month periods (three-period Binomial tree). Also suppose that the continuously compounded risk-free rate of interest is 12% per annum. (a) Find the price of a 3-month European call option with strike price 90, written on a non-dividend paying stock. (b) Find the price of a 3-month European put option with strike price 90, written on a non-dividend paying stock. (c) Verify if put-call parity relationship holds using the prices calculated in (a) and (b). (d) If the call and put options considered above were American instead of European, then in each case verify if an early exercise is optimal. (e) A chooser option with strike K with maturity T is a option that gives the flexibility to the buyer a fixed period of time To, where 0 10 t hus we meal to exerase madurance thes for call option, buth Furopean & American have some pike, but put optre doesnt, thus to need to exercise American put optrom early. Z prove