He stays in town B on the n-th night iff he stays in town A on the (n-1)-th night, so p_n(A)=p_{n-1}(B). Letting n-> infty gives a = b.
Do something like this for a,b,c,d,e, you will get a linear equation for each one. Just solve these.
Also, I think your answers to 4 are incorrect, I got 8/9...