please solve both if possible 16-17! thanks

Answer questions \#16 - 19 based on the following information. We are using a two-state, two-period binomial process to estimate an American call option. The current stock price is $30 and the exercise price is $25. The risk-free rate each period is 5%. Each period the stock price can either go up by 15% or down by 10%. The dividend yield is 6% and it is paid out at the end of period 1 and 2 . 16. The possible values for the stock at the final nodes are a. $24.30,$31.05 and $39.67 b. $11.45,$11.86 and $12.38 c. $22.84,$27.92 and $33.29 d. $21.47,$27.44 and $35.06 e. $23.56,$28.33 and $36.14 17. The current fair market price of the call is a. $4.50 b. $5.00 c. $5.50 d. $6.00 e. $6.50