please answer a and b and explain every step

Consider an option on a non-dividend paying stock when the stock price is $30, the exercise price is $29, the risk free rate is 5% per annuum, the volatility is 25% per annum and the time to maturity is four months a. What is the price of the option if it is a European Call? use a 4-step binomial model. b. What is the Delta now? Consider an option on a non-dividend paying stock when the stock price is $30, the exercise price is $29, the risk free rate is 5% per annuum, the volatility is 25% per annum and the time to maturity is four months a. What is the price of the option if it is a European Call? use a 4-step binomial model. b. What is the Delta now