can someone help me with this question

2. Consider a European call option on a non-dividend paying stock where the current stock price is So = 40, K = 40,o = .40 and r = .04 (a) .Find u and d and the risk neutral probability p. (b) Using a 2 step Binomial Option Pricing Model, find the price of a 6 month European call option. Draw the tree and write the relevant information (the stock price above and the value of the option) at each node