Formulas would be greatly appreciated

For a two-period binomial model for stock prices, you are given: I. Each period is 6 months. II. The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 4%. III. u = 1.2, where u is one plus the rate of capital gain on the stock per period if the stock price goes up. IV. d= 0.75, where d is one plus the rate of capital gain on the stock per period if the stock price goes down. V. The continuously compounded risk-free interest rate is 6%. The difference between a 1-year at-the-money European call on the stock and a 6-month at-the-money European put on the stock is 2.7143. Calculate the current price of the stock. For a two-period binomial model for stock prices, you are given: I. Each period is 6 months. II. The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 4%. III. u = 1.2, where u is one plus the rate of capital gain on the stock per period if the stock price goes up. IV. d= 0.75, where d is one plus the rate of capital gain on the stock per period if the stock price goes down. V. The continuously compounded risk-free interest rate is 6%. The difference between a 1-year at-the-money European call on the stock and a 6-month at-the-money European put on the stock is 2.7143. Calculate the current price of the stock