You are given the following information:

S0 = $ 35.0 X = $ 32.0

U = 1.1 per period D = 0.85 per period

T = 0.5 R = 5.0%

standard deviation sigma = 0.25 and dividend yield q = 0.

find the price the Call option, using the B-S-M formula, and

find the Value of a European Put option (use the B-S-M Call Option value and Put-Call parity).