I am having trouble calculations spot price calculations. The two questions below are somewhat similar but also slightly different. Can someone give a step by step explanation on how to solve for both? The answers are in "(...)".

1.The spot price is 50. The exercise price on a one year call is 48. The standard deviation of the spot is 25%. The risk free rate is 3%. Find the intrinsic value, time value and premium for this call. (2, 4.52, 6.52)

2.The spot price is 70. The exercise price on a one year call is 72. The risk free rate is 3%. Find the price of the call if there is equal probability that stock price will grow to 75 or fall to 68. (1.71)