Suppose S&P100 index is currently valued at 810 points on NYSE. The standard deviation of the index is 25% and the dividend yield is 2%, both per year with continuous compounding. European type options on S&P100 trade at CBOE. Each index option contract is for a multiple of $100. LIBOR is 5.00% per year with continuous compounding.

1. Required (show all step-by-step calculations for each part):
2. Calculate the cost of one European type put option contract with a strike value of 800 and maturity in six months using two-step binomial model.
3. Calculate the cost of an equivalent European type call option contract using put-call parity.