i need help with the following

9. Consider an at-the-money American style call option on a dividend paying stock with 1 year to maturity and a strike price of $100. Assume the risk free rate is 10%. Construct a 2-period binomial model assuming the up-factor is 1.2 fu 1.2) and the down-factor is 0.95 (d 0.95). Assume a dividend of $10 will be paid immediately after the first period (before moving to the second period). a. Show the binomial tree for the stock prices over the next year. Indicate if the prices are pre- dividend or ex-dividend. Hint: does the price of the underlying going up, then down get you to the same place as the price going down then up? b. What are the possible call option payoffs in one year's time? C. What is the risk-neutral probability of an up move? d. What is the call option value in 6 months if the stock price goes up? e. What is the value of the call option today? (aka the call premium, price, etc) f. Explain why one would exercise an American-style call option before maturity. 1-2 sentences. 8. Explain why one would exercise an American-style put option before maturity. 1-2 sentences