***looking for a two binomial period****

Let the spot price S = $100, strike K = $105 in one year, interest rate i = 3%, the standard deviation of continuously compounded interest is = 0.5, and assume a two binomial period model. Recall that a European option can only be exercised at the contract expiration.

(a) What are , B and the price for a European call?

(b) What are , B and the price for a European put? (Pricing puts is the same as pricing calls with the exception being that the payoff for the put buyer is max(O, K S) instead of max(O, S K).