please answer all

1. The current price of a non-dividend paying stock is 140 . The volatility of the stock is 22.7% and the continuously compounded risk-free rate is 4.36%. Use a two-step binomial tree model to find the price of both a European-style put option and an American-style put option on the stock with a strike price of 142 and one year to maturity. 2. The current price of one share of ABC stock is 40 . The stock pays dividends continuously at a rate of 4% per year. The continuously compound risk-free interest rate is 5% and the stock's volatility is 25%. Use the Black-Scholes model to determine the price of a call option and a put option on the stock. Both options have a strike price of 45 and expire in one year. 3. Assume the Black-Scholes framework. For a non-dividend paying stock, you are given: i. The continuously compounded risk-free interest rate is 3%. ii. The stock's volatility is 15% iii. The stock's current price is 100 . Calculate the price of an at-the-money, 1-year, European put option on the stock. 4. Repeat question 3, but use a two-step binomial tree model to determine the price