Consider a 12-month European call option on a non-dividend-paying stock with a current price $100. The strike price is $100. The current interest rate is 10%, compounded continuously. Assume the stock price evolves according to a 6-period CRR binomial tree with volatility 20%.

(a) Find the current call price. Show the binomial tree.

(b) Find the current put price. Show the binomial tree.

(c) Show that they both satisfy put call parity.