I don't know if I should have posted it in mathematics or finance. Anyway please help me with this thank you.

Consider European options on a stock. The current stock price is $48, the exercise price of the option is $50, the risk-free rate of interest is 4% pa. compounded continuously, the volatility is 25% pa. and the time to expiry is 6 months. (a) Suppose no dividend will be paid before the option expire. (i) Calculate the prices of a call option and a put option by Black-Scholes formula. (ii) If the risk-free rate of interest is changed to 4.5% pa. compounded continuously, approximate the change in option prices using a suitable Greek letter. (b) If a dividend with anticipated amount of $2 will be paid at 3 months before the options expire, find the prices of a call option and a put option