Please help with Q7! I attached Questin 6! Just use a binomial tree to help! I have no idea how to do this!

I need an answer to Question 7!

6. 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 us the price of the option if it is a European Call? (use Black-Scholes model) b) What is the price of option if it is a European put? c) Verify that put-call parity holds 7. Reprice the European call from the Question 6) using the 4-step binomial model you have built in Question 4. What is the Delta now? Did you receive different answers? Can you explain the difference? 6. 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 us the price of the option if it is a European Call? (use Black-Scholes model) b) What is the price of option if it is a European put? c) Verify that put-call parity holds 7. Reprice the European call from the Question 6) using the 4-step binomial model you have built in Question 4. What is the Delta now? Did you receive different answers? Can you explain the difference