URGENT: finance guys please help

$(13$ points$)$ Use the binomial interest tree and information below.

Assuming that $0\mathrm{.}5-$year, $1-$year, and $1\mathrm{.}5-$year spot rates are:

hat$(r)(0\mathrm{.}5)=6\mathrm{.}0\%,$hat$(r)(1)=6\mathrm{.}2\%,$hat$(r)(1\mathrm{.}5)=6\mathrm{.}25\%,$

The risk$-$neutral probabilities from Time $1$ to Time $2$ are $0\mathrm{.}94$ and $0\mathrm{.}06.$

Using bonds with face value $=$$$1000.$

$($a$).(7$ points$)$ Solve the binomial tree, including risk neutral probability from Time $0$ to Time $1($P$)$ and prices at each node.

$($b$).(3$ points$)$ Using the data from the tree you have completed, find the price of $1-$year call option $($i$.$e$.,$ can be called after $1$ year$)$ with strike price $x=$$$965$ with the right to buy a $1\mathrm{.}5-$year zero$-$coupon bond with face value of $$1,000.$

$($c$).(4$ points$)$ Using the data from the tree you have completed, for a $6-$month put option with strike price $x=$$$970$ with the right to sell a $1-$year zero$-$coupon bond with face value of $$1,000,$ if you want to use a $6-$month and a $1-$year zero coupon bonds to arbitrage it $($the put option$),$ find the Face values of the $6-$month and $1-$year zero$-$coupon bonds.