The current price of a $($non$-$dividend paying$)$ stock is $$100$ per share and has a volatility of $39\mathrm{.}72\%$ per annum. The risk$-$free interest rate is $10\%$ per annum continuously compounded.

If expiration is $1$ year away and the exercise price is $$100$ then find the value now of a European call and put by using The Binomial Tree Method with n$=4$ subintervals. Use a $4-$period tree with all the values at all the nodes for the stock, call and put. Confirm your work by Put$-$Call Parity.

C$100=\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_$

P$100=\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_$