The stock price is $$30,$ the strike price is $$30,$ the risk free rate is $6\%$ per annum,

the volatility is $20\%$ per annum and the time to maturity is $9$ months. Assume a $3$ stop binomial model

a$)$ What is the delta of the call? Delta of the put?

a$)$ What is the price of the call option?