Formulas would be greatly appreciated

You are given the following information regarding a stock: I. The current price of the stock is 50. II. The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 6%. III. The volatility of the stock is 10%. IV. The continuously compounded risk-free interest rate is r, r > 0. You priced a one-year at-the-money European put option with a one-period standard binomial tree based on forward prices. The calculated price of the put option is 0.91. Calculate the price of an equivalent call option. You are given the following information regarding a stock: I. The current price of the stock is 50. II. The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 6%. III. The volatility of the stock is 10%. IV. The continuously compounded risk-free interest rate is r, r > 0. You priced a one-year at-the-money European put option with a one-period standard binomial tree based on forward prices. The calculated price of the put option is 0.91. Calculate the price of an equivalent call option