Please solve this problem urgently I will upvote thanks for the help advance

Question Description Mac. Securities are trying to estimate the call option on the NYSE all Index, which is going to expiring in four years, contains a strike price of 375, The NYSE all index is presently settling on 350, and the volatility based on normalization that is standard deviation is 1 8% in stock settings. The annual average dividend yield is 4%, and remained constant for next six years. The financial times reported 5% rate on treasury securities. it is very obvious that we are going to make some explicit assumptions when pricing is done according to black Scholes could you tell me which assumptions ae expectedly violated and what are the repercussion of that violations? value the put option also under both European and American settings