Please answer the $2$ blanks to $3$sf and i will leave good feedback :)

Assume the one period binomial model with initial share price E400, up and down factors u = 1.25, d = 0.9 and interest compounded at nominal rate (per time period) of 5%. Consider an option with payoff (S(O) + S(1))/2. The replicating portfolio for this option at time 0 will have shares and pounds in a bank. State your answers to three significant figures.