Exercise Problem 25, Chapter 4, Blitzstein and Hwang, Intro to Probability
Solution 1:
I have used a different method.
Taking win probability of Calvin as $p$
let $x$ = additional games needed from start (= tied) for Calvin to win
$y$ = additional games needed if Calvin leads by $1$ game
$z$ = additional games needed if Calvin trails by $1$ game,
then $x = 1 +py +qz, y = 1+qx, z = 1 + px$
Solving, $x = \frac{2}{2p^2-2p+1}= \frac{2}{1-2pq},$
and by result symmetry, expected # of games needed by Hobbes to win is also $\;\frac{2}{1-2pq}$
Thus for one or the other to win, $\Bbb{E}[N] = \frac{2}{1-2pq}$