please answer both questions. upvote and good feedback will be given for trying and helping.

11. A stock price is currently $100. Over each of the next two six-month periods it is expected to go up by 14% or down by 14%. The risk-free interest rate is 10% per annum with continuous compounding. What is the value of a one-year European call option with a strike price of $110? A. 6.40 B. 5.71 C. 8.43 D. 4.45 E. 5.56 12. A stock price is currently $105. Over each of the next two six-month periods it is expected to go up by 13% or down by 13%. The risk-free interest rate is 10% per annum with continuous compounding. What is the value of a one-year European call option with a strike price of $110? A. 6.40 B. 5.71 C. 8.64 D. 10.59 E. 5.56