Consider a non-dividend paying stock with current price of $100. Each 6 months the stock price can either increase or decrease by 10%. Risk-free interest rate is 8% a) (2 point) Find the price of 6-months European call option with strike price of $95 b) (2 points) Find the price of 1-year European call option with strike price of $95 c) (3 points) Find the price of 1-year American put option with strike price of $105 d) (3 points) Consider a 2-year Forward contract on this stock. Find the price of a 6-months European call option on this Forward contract with strike price of $105. Note, that you are given the behavior of the stock price, not the forward price.