ABC stock is trading at $100 per share

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ABC stock is trading at $100 per share. The stock price will either go up or go down by 25% in each of the next two years. The annual interest rate compounded continuously is 5%.

(i) Determine the price of a two-year European call option with the strike price X = $110.

(ii) Determine the price of a two-year European put option with the strike price X = $110.

(iii) Determine the price of a two-year American put option with the strike price X = $110.