I need some assistance with this:

A particular stock currently sells at $50. In six months, it will either increase to $55 or decline to $45. Risk Free rate is 6% every year.

A) I need help on how can I find the value of a European call option with an exercise price of $50.

B) I also need help on how can I find the value of European put option with an exercise price of $50, using the binomial approach.

C) Finally, I need to know how I can verify the put-call parity using the results of A & B of Questions 1 and 2.