Consider a stock whose price is $100 per share and pays a dividend with a yield of 2% per annum continuous and has a volatility of 30% per annum. If the risk-free rate of return is 5% per annum continuously compounded, then find the value of a European call with exercise price of $100 and with 26 weeks to expiration. Use Put-Call Parity to find the value of a European put with the same strike and expiration. Consult the relevant formulae in Day of the Quants, Section 75. Your answers should be correct to 3 places after the decimal point.

1. C100 = ____________
2. P100 = _____________