Calculate the price of a put option on stock using a three-time-step binomial tree model.

Current stock price is = 70 $

Strike price of the put option is = 73 $

Current Volatility of the stock = 25 %

Maturity date of the option is = 3 years from today.

Yearly compounding annual effective risk-free rate is = 10%.

How much does this put option worth today if it is American?

According to the Put-Call Parity, what should be the price of the European call option that is written on the same stock with the same expiration and the same strike price?

Please use the formulas to explain.