跪求高手解答两道期权的题目,题目来自英文版的Options, Futures, and Other Derivatives.

第一题:

A stock index currentlt stands at 300. It is expected to increase or decrease by 10% over each of the next two time periods of 3 months. The risk free interest rate is 8% and the dividend yield on the index is 3%. What is the value of a 6 month put option on the index with a strik price of 300 if it is (a) European and (b) American?

第二题:

Suppose that the spot price of the Canadian dollar is US $0.75 and that the Canadian dollar/US dollar exchange rate has a volatility of 4% per annum. The risk free rates of interest in Canada and U.S. are 9% and 7% per annum, respectively. Calculate the value of a European call option to buy on Canadian dollar for US$ 0.75 in 9 months. Use put-call parity to calculate the price of a European put option to sell one Canadian dollar for US$0.75 in 9 months. What is the price of a call option to buy US$0.75 with one Canadian dollar in 9 months?