Please provide detail calculation steps. Thanks!

Consider a stock of ABC Company. It has an expected return of 10% per year, and it has an estimated return volatility of 20% per year. The risk-free rate is 6% per year. ABC stock has a current price of $100 and has declared dividends of $13 to be paid at the end of each year. Find the value of a European call option expiring in 2 years with a strike price of $110 using the Black-Scholes model. Find the value of a European put option expiring in 2 years with a strike price of $110 using the Black-Scholes model. Find the value of an American call option expiring in 2 years with a strike price of $110 using the (pseudo) Black-Scholes model. Suppose the European call price in the market is actually $3.00. What is the return volatility implied by this price and the Black-Scholes model? Now reconsider Problem 2, but suppose ABC Company does not pay any dividends. Everything else is the same. Find the value of an American put option expiring in 2 years with a strike price of $110 using the (pseudo) Black-Scholes model