Looking for help with B, but here is whole question for context

5. (a) Suppose that a stock currently trades for $100, that the risk-free interest rate is 2% per annum, and European call options with expiry in 1 year have strike prices of $115 and $130, and currently trade for $2.15 and $0.36, respectively. Use a l-period binomial tree to estimate the present value of a digital option (on the same stock with the same expiry) with a strike price of $110. (b) Calculate the drift of the stock in the above model if the probability that the stock price rises is p= = 0.80. 5. (a) Suppose that a stock currently trades for $100, that the risk-free interest rate is 2% per annum, and European call options with expiry in 1 year have strike prices of $115 and $130, and currently trade for $2.15 and $0.36, respectively. Use a l-period binomial tree to estimate the present value of a digital option (on the same stock with the same expiry) with a strike price of $110. (b) Calculate the drift of the stock in the above model if the probability that the stock price rises is p= = 0.80