Please help, I am stuck on this one problem that I can't seem to get right. This is what I am given.

The current index level is $100,$ the volatility is $20\%$ per year, the risk$-$free rate is $4\%$ per year, the dividend yield is $1\%$ per year and the strike price is $100.$ The price of the call option on the index with time to maturity is $1-$year: $$9\mathrm{.}31($Keep two decimals$)$ The price of the call option on the index with time to maturity is $5-$year: $$23\mathrm{.}05($Keep two decimals$)$