if possible the solution and code in python. if not just the solution

A stock price is currently 100. Over each of the next two six-month periods it is expected to go up by 10% (i.e. by a multiple factor of u = 1.1) or down by a multiple factor of d where d = 1/u. The risk-free interest rate is 8% per annum with continuous compounding. What is the value of a one-year European call option with a strike price of 100 using Binomial Model? Calculate the European Put option with the same strike and expiry using Binomial Tree. Calculate also implied put price from the call price using Put-Call parity and the implied call price from the put price. Does Put-Call Parity hold for Binomial trees?