please answer it asap, you can skip the process

Consider an American call option on a stock, with a $59 strike and 1-year to expiration. The stock has a continuous dividend yield of 6%, and its current price is $66. Suppose the volatility of the stock is 18%. The continuously compounded risk-free interest rate is 10%. Use a three-period binomial tree to calculate the following: (a) The payoff at time 2: Up movement. (b) The payoff at time 2: Middle movement. (c) The payoff at time 2: Down movement. (d) The payoff at time 1: Up movement. (e) The payoff at time 1: Down movement. (f) The option cost at time 0. (A) 25.73 (B) 27.73 (C) 24.73 (D) 26.73 (E) 23.73 a): Part (a) choices. (A) 12.38 (B) 11.38 (C) 10.38 (D) 13.38 (E) 9.38 b): Part (b) choices. (A) 1.34 (B) 0.34 (C) 2.66 (D) 0.66 (E) 1.66 c): Part (c) choices. (A) 15.11 (B) 14.11 (C) 17.11 (D) 16.11 (E) 18.11 d): Part (d) choices. (A) 3.98 (B) 2.98 (C) 4.98 (D) 5.98 (E) 6.98 e): Part (e) choices. (A) 9.92 (B) 7.92 (C) 8.92 (D) 6.92 (E) 5.92 Consider an American call option on a stock, with a $59 strike and 1-year to expiration. The stock has a continuous dividend yield of 6%, and its current price is $66. Suppose the volatility of the stock is 18%. The continuously compounded risk-free interest rate is 10%. Use a three-period binomial tree to calculate the following: (a) The payoff at time 2: Up movement. (b) The payoff at time 2: Middle movement. (c) The payoff at time 2: Down movement. (d) The payoff at time 1: Up movement. (e) The payoff at time 1: Down movement. (f) The option cost at time 0. (A) 25.73 (B) 27.73 (C) 24.73 (D) 26.73 (E) 23.73 a): Part (a) choices. (A) 12.38 (B) 11.38 (C) 10.38 (D) 13.38 (E) 9.38 b): Part (b) choices. (A) 1.34 (B) 0.34 (C) 2.66 (D) 0.66 (E) 1.66 c): Part (c) choices. (A) 15.11 (B) 14.11 (C) 17.11 (D) 16.11 (E) 18.11 d): Part (d) choices. (A) 3.98 (B) 2.98 (C) 4.98 (D) 5.98 (E) 6.98 e): Part (e) choices. (A) 9.92 (B) 7.92 (C) 8.92 (D) 6.92 (E) 5.92