A four$-$month European put option on a certain stock is priced using the Black$-$Scholes pricingformula.

a$)$ The current price of one share of the stock is $100.$

b$)$ The strike price of the put option is $98.$

c$)$ The stock pays a dividend continuously at a rate of $3\%$ per year.

d$)$ The volatility of the stock is $30\%.$

e$)$ The current continuously compounded risk$-$free interest rate is $5\%$ per year.

A$)$ Determine the price of the put option. B$)$ Find the delta of the corresponding call option.