Help with my homework please

Black-Scholes-Merton model:

Spot Price: 66

Strike Price 68

RFR: 6%

Volatility of the share price is 18%,

answer following questions:

a.What is the price of an eight-month European call?

b.What is the price of an eight-month American call?

c.What is the price of an eight-month European put?

Note for calculations with the BSM model: Keep four decimal points for d1 and d2. Use the Table for N(x) with interpolation in calculating N(d1) and N(d2).