Please need help with these two questions ASAP! Tow finance questions won't take long i need the answers now. they are multiple choice!

25) Calculate the price of a 4-month European call option on a dividend-paying stock with a strike price of $30 when the current stock price is $34, the risk-free rate is 6% per annum and the volatility is 40% per annum. A dividend of $2.00 is expected in 2 months. Use Black-Scholes formula. a)$3.05 b)$3.65 c)$4.32 d)$5.02 20) Consider a 3-month European put option on a non-dividendpaying stock, where the stock price is $60, the strike price is $60, the risk-free rate is 3% per annum. Stock price will either move up by 10% or down by 5%, every month. Price the put with binomial trees. a)$2.10 b)$2.52 c)$2.94 d)$3.37