!!!EMERGENCY!!! I would really appreciated answer this question quickly.(Could you write the answers by hand)

2) A call option with an exercise price of $110 has six months to the expiration date. Currently, the stock is sold at a price of $120. At the expiration date, the underlying stock has two possible ending prices: $150 or $105. The risk-free rate of return is 8 percent per annum. Calculate the price of this call option using binomial option pricing model. (Hint: You can use any of the two methods of your preference)