$($a$)$ The current stock price is Rs$.250.$ A six month call option on this stock with strike price Rs$.255$ is priced in two steps. It is given that continuously compounded risk free rate is $4\%,$ stock pays no dividend and the volatility of the stock is $20\%.$ Determine the price of call options.

$($b$)$ Consider a portfolio of two assets a$1$ & a$2$ with no short sell, with the following statistical parameters

${}_1=10\%,{}_2=15\%,{}_1=18\%,{}_2=36\%,{}_{12}=0\mathrm{.}2$

Find the value of minimum risk, the expected return and weight of the assets.