Please solve in excel, thank you!

(Multi-period binomial model, American and European options) Consider the following two-period binomial model, in which the annual interest rate is 3% and in which the stock price goes up by 15% per period or down by 10% : a. Price a European call on the stock with an exercise price of $60. b. Price a European put on the stock with an exercise price of $60. c. Price an American call on the stock with an exercise price of $60. d. Price an American put on the stock with an exercise price of $60