b and c please.

12. Stock Y has a price of 30. Assume that, each semester, Y price might increase 20% or decrease 30%. In 6 months, Y is expected to pay a dividend equal to 5. Consider a 10% APR semi-annually compounded. a. Estimate the value of a Y European call option, with one year to maturity, and a strike of 26. Use the risk neutral probabilities technique. b. Estimate the value of a Y European put option, with one year to maturity, and a strike of 26. Check that the put-call parity holds. c. Estimate the value of a Y American call option, with one year to maturity, and a strike of 26. 12. Stock Y has a price of 30. Assume that, each semester, Y price might increase 20% or decrease 30%. In 6 months, Y is expected to pay a dividend equal to 5. Consider a 10% APR semi-annually compounded. a. Estimate the value of a Y European call option, with one year to maturity, and a strike of 26. Use the risk neutral probabilities technique. b. Estimate the value of a Y European put option, with one year to maturity, and a strike of 26. Check that the put-call parity holds. c. Estimate the value of a Y American call option, with one year to maturity, and a strike of 26