Consider a two-period binomial tree model for non-dividend paying stock. Assume the current price 63, risk-free rate r=3%, and volatility 10%.

a) Find the price of a European call on the stock with time to maturity T=1, strike price K=60. The European call price $ ?

b) Find the price of an American put option on the stock with time to maturity T=1, strike price K=60. The American put price $?

c) If it's a European put with time to maturity T=1, strike K=60, would your result be the same with part b?