Here's all I got.

Q2. Given the following two scenarios, please estimate AAPL's 3-month American call and put option prices based on a 3-period binomial option price model. Assume the length of the interval for each step is a month. (Please calculate p, u, and d based on AAPLs daily price from May. 20, 2019 through May 20, 2020. (Annualized variance = daily variance*252.) The risk-free rate with quarterly compounding: 1% Current AAPL price: use the price on May 20, 2020 Moneyness: At-The-Money Options a) Assume AAPL's annual dividend yield is 2% (quarterly compounded). Please estimate American call and put option prices. (Hint: adjust the dividend yield for the stock price.) b) Assume AAPL will pay a dividend of $1 three months later. Please estimate American call and put option prices. (Hint: adjust the cash dividend at the stock price.) Q2. Given the following two scenarios, please estimate AAPL's 3-month American call and put option prices based on a 3-period binomial option price model. Assume the length of the interval for each step is a month. (Please calculate p, u, and d based on AAPLs daily price from May. 20, 2019 through May 20, 2020. (Annualized variance = daily variance*252.) The risk-free rate with quarterly compounding: 1% Current AAPL price: use the price on May 20, 2020 Moneyness: At-The-Money Options a) Assume AAPL's annual dividend yield is 2% (quarterly compounded). Please estimate American call and put option prices. (Hint: adjust the dividend yield for the stock price.) b) Assume AAPL will pay a dividend of $1 three months later. Please estimate American call and put option prices. (Hint: adjust the cash dividend at the stock price.)