Urgent.. Plz solve

NC Fi Consider a 6-months American call with a strike price of 86 on a stock whose current price is 80. Assume that there are two-time steps of 3 month each, and in each time step the stock price either moves up by 10 percent or moves down by 10 percent. The risk-free rate is 7.5 percent per annum. Calculate the American call option price. All the numbers should be rounded to four decimals only. Draw the binomial tree. 20 Points (Write it on white paper and upload) M