Exercise $2$: Option pricing

Assume that you want to value a $1-$year call option on a stock, knowing that:

The current stock price is $$92$

The strike price of the option is $$109$

Stock volatility $()$ is $20\%$ p$.$a$.$

The continously compounded risk$-$free rate is $5\%$ p$.$a$.$

You are asked to calculate:

$($a$)$ The forward price of the option assuming:

$($i$)$ No dividends on the stock

$($ii$)$ A dividend yield of $2\%$ p$.$a$.$

$($b$)$ The spot price of the option in each of the two cases in $($a$)$