For 3-month 55-strike European options on a stock, you are given:

(1) The stock's price follows the Black-Scholes framework.

(2) The stock's price is 52.

(3) The stock's volatility is 0.5.

(5)The stock's continuous dividend rate is 3%.

(6) The continuously compounded risk-free interest rate is 7%.

Calculate the premiums for call and put options.