4. A stock currently sells for $76. It is believed that over each of the next 2 three-month periods the stock will either go up 10% or go down 10%. The continuously compounded risk-free rate of interest is 6% per annum. (a) (5 points) What is the price of a 6-month European call option with a strike of $80? Use a 2-period binomial model. (b) (5 points) What would be the value of the call if it were an American call?