I have this exercise about options: Today, the price of an asset that does not pay dividends or coupons is $ 86. Within a month the price of the asset will be $ 80 or $ 90. The risk-free rate is 3.5% nominal semiannual

What is the value of a European Call option with a maturity of one month and strike price K = $ 85?

Build the coverage portfolio for the Call in the previous section and verify that it is self-financed.

What is the value of a European Put option with a maturity of one month and strike price K = $ 85?

Hope someone can help me, Thanks :)