I am desperate, please help.. thanks in advance,, please use calculations with clearly labeled steps and do not use excel..

6. A stock price is currently 500 SEK. Over each of the next two three-month periods it is expected to go up by 6% or down by 5%. The risk-free interest rate is 5% per annum with continuous compounding. What is the value of a six-month European call option on this stock that has a strike price of 510 SEK?

7.For the situation considered in Problem 6 above, what is the value of a six-month European put option on the stock that has a strike price of 510 SEK? Verify that the European call option and European put option prices satisfy put-call parity. If the put option were American, would it ever be optimal to exercise it early at any of the nodes on the tree?