The current price of a non-dividend paying stock is $30. A European call option on the stock with a strike price of $32

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The current price of a non-dividend paying stock is $30. A
European call option on the stock with a strike price of $32 will
expire in 6 months. The risk-free rate is flat and is at 8% per
annum with continuous compounding. Using a two-step tree with u =
1.1 and d = 0.9,
A. find the probability of the stock price moving up,
B.find the value of the call
C. find the positions and amount needed for a riskless hedge at
each node.
D.What will the answers to questions (a) to (c) be if there is a
dividend of $0.6 in 3 months?
E.What if the call option is an American style in (d)?