A stock price is currently $40. Consider 6-month European options with a strike price of $42. We will use two-step binomial trees to evaluate the price of options. For each of the 3-month period (half of the 6-month maturity), the stock price is expected to go up by 10% or down by 10%. The risk-free interest rate is 5% per annum. A. What is the value of a six-month European call option with a strike price of $42? B. What is the value of a six-month European put option with a strike price of $42? C. Verify that the call and put prices satisfy put-call parity. D. What is the value of a six-month American put option with a strike price of $42?