Please I need step by step in Excel

Thank you!

Consider an employee who receives a call option with forward start three months from today.The options start 10% out-of-the-money, time to maturity is one year from today, the stock price is 60, the risk-free interest rate is 8%, the continuous dividend yield is 4%, and the expected volatility of the stock is 30%. In other words, S = 60,

a = 1.1,

t = 0.25,

T = 1,

r = 0.08,

b = 0.08-0.04 = 0.04, and

s = 0.30.

Spreadsheet model to calculate the call price with panels for inputs and panels for the model, similar to the Black-Scholes type. Analytical models, use interim calculation steps, such as d₁, d₂,

N(d₁) and N(d₂).