Question: need urgent answer for this question thank you so much 6 A stock price is currently $16. During each 6-month period for the next year

need urgent answer for this question thank you so much

6 A stock price is currently $16. During each 6-month period for the next year it is expected to increase by 8% or reduce by 10%. The risk-free interest rate is 4%. (Total 15 ) a) Use a two-step tree to calculate the value of a put option, with the strike price of $167 (10) b) If the derivative is American-style, should it be exercised early? (2) c) According to the put-call parity, what will be the price of a 12-month European call option with the similar contract? (3) (15.05)

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