The current price of a non-dividend paying stock is $30. A European call option on the stock with a strike price of $32 will expire in 6 months. The risk-free rate is flat and is at 8% per annum with continuous compounding. Using a two-step tree with u = 1.1 and d = 0.9,

A. find the probability of the stock price moving up,

B.find the value of the call

C. find the positions and amount needed for a riskless hedge at each node.

D.What will the answers to questions (a) to (c) be if there is a dividend of $0.6 in 3 months?

E.What if the call option is an American style in (d)?