using 10 step

please provide accurate answers

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A stock is trading at $100. The volatility of the stock return is 30%. Using a 10 step binomial models to price European/American options with six months to expiration. The strike prices of all the options are 102 . The risk-free rate is 5% per annum. If the dividend rate is 0%, then, the European call is worth , the European put is worth the American call is worth , and the American put is worth If the dividend rate is 3%, then the European call is worth , the European put is worth , the American call is worth , and the American put is worth