I just need the answer to Question 6, i put question 4 and 5 for reference

Question 4

The futures price of a commodity is 90. Use a three-step Binomial tree to value (a) a nine-month American call option with strike price \$93 and (b) a nine-month American put option with strike price 93. The volatility is 28% and the risk-free rate (all maturities) is 3% with continuous compounding

Question 5

Calculate the price of a three-month European put option on a non-dividend-paying stock with a strike price of 50 when the current stock price is 50, the risk-free interest rate is 10% per annum, and the volatility is 30% per annum using Black-Scholes Model

Question 6, this is what I need

Calculate the same call and put from Question 4, but assume European style and use Black-Scholes Model. Calculate also the European Call using the same assumptions as the put in Question 5