for the situation considered in problem 5, what is the value of a 1-year European put option with a strike price of 100? Verify that the European call and European put prices satisfy put-call parity

Problem 5 (a stock price is currently $100. Over each of the next two 6 month periods, it is expected to go up by 10% or down by 10%. The risk-free interest rate is 8% per annum with continuous compounding. What is the value of a 1-year European call option with a strike price of $100)