The company X's stock is currently traded at $100.2 per share. The stock price will either go up or go down by 23.64% in each of the next two years. The annual interest rate is 11.6%. Assume the stock pays no dividends the next two years.

(a) What is the price of a two-year American call option written on the stock with the strike price $100.2? What is the price of a two-year American put option with the same strike price?