Please help with the following:

Problem 22-5 Two-State Option Pricing Model The price of Tara, Inc., stock will be either $75 or $97 at the end of the year. Call options are available with one year to expiration. T-bills currently yield 7 percent. a. Suppose the current price of the company's stock is $86. What is the value of the call option if the exercise price is $71 per share? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Call value b. Suppose the current price of the company's stock is $86. What is the value of the call option if the exercise price is $81 per share? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Call value