Hello, 1a, 1b and 1c please. Thank you

1) Price a European Call & Put and an American Put on a stock that is currently selling at $25 and has a volatility of 25%. The options all have a life of 7 months and a strike price of $26. The risk-free rate for all horizons up to 7-months is 3% per annum with continuous compounding. a. Use a 9-step binomial tree to price all 3 options b. Use a 10-step binomial tree to price all 3 options c. Use the Black-Scholes-Merton formula to price the European options 1) Price a European Call & Put and an American Put on a stock that is currently selling at $25 and has a volatility of 25%. The options all have a life of 7 months and a strike price of $26. The risk-free rate for all horizons up to 7-months is 3% per annum with continuous compounding. a. Use a 9-step binomial tree to price all 3 options b. Use a 10-step binomial tree to price all 3 options c. Use the Black-Scholes-Merton formula to price the European options