Construct the binomial tree for a european call, Financial Management

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Construct the binomial tree for a european call

Let S = $100, K = $95, r =8% (continuously compounded), σ = 30%, δ = 0. T = 1 year, and n = 3 (that is, 3 periods).

a. Construct the binomial tree for a European call option. Provide the option premium, ?, and B, for each node.

b. Construct the binomial tree for a European put option. Provide the option premium, ?, and B, for each node.

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