The current stock price is $100.$ It pays $3\%$ continuous dividend yield. The risk free$$interest rate $($continuous compounding$)$ is $5\mathrm{.}5\%$ flat. A European derivative f with$$payoff$$f $=$min$($max$($S$-$K$1,0),$K$2)$ where K$1=95$ and K$2=115$ has $6$ months to mature. Assuming $35\%$ constant volatility,$$ compute its fair value and delta.