I need help with these two questions i have attatched. Please answer via excel.

Question 4 Calculate the values of the Call Option using the Black Scholes Model Input Standard Deviation Expectation (in years)(T) Risk-Free amount(i) Stock Price(S) Expense Price (x) Dividend Yield (annual) 0.3 100.00% 1 105 110 0 Output d1 d2 n(d1) n(d2) C Question 5 Input Calculate the Value of the Call Option using the Bionomial Pricing Model Current Stock Price 90 Exercise Stock Price 105 Stock Up Factor 1.3 Stock Down Factor 0.8 Interest Rate 10% Exercise time 1 Premium Break Even Stock Distance to Break Even ($) Distance to Break Even (%)