Please help me solve this problem

Valuing European call and put options on a constant-dollar-dividend-paying stock, using the Black-Scholes model with discrete compounding. Assume the following values of the five parameters. Current price of a stock = $30.78 Exercise or strike price of the option = $15.99 Expiration of the option = 319 day(s) Volatility of the returns on the stock = 25.67% p.a. Risk free rate of interest = 9.017% p.a. Expected dividend 1 (t = 106) = $2.62 and dividend 2 (t = 160) = $2.22. (Hint: Given the above values of the five parameters, the following ranges are obtained. Note that the actual values are calculated and rounded to ten decimal places. (d, = not givenl, d2 = not given!) 2 sd, s 3 and 2 s dy s 3. The call value is (rounded to six decimal places) and the put value is (rounded to six decimal places)