will upvote for correct answer, answr asap please. must use excel or word

Consider a European call option on a stock, with a $45 strike and 1 year to expiration. The stock does not pay dividends, and its current price is $42. Suppose the volatility of the stock is 30%. The continuously compounded risk- free interest rate is 6%. S = 42, +0.06, d - 0,5 -0.30, and h = 1 Ask: Calculate the final stock prices us and ds. Show the worked solution in either Excel or word. (See the example on the slides 20-21)