Pricing for European Options on dividend paying index (Black Scholes Merton Model)

As an expert in pricing financial derivatives, your friend, John, approached you seeking a professional advice on the fair price of the European style call and put option on the FTSE 100 index. The following data relate to the FTSE 100 index. Current price 7125 Dividend Yield 2.95% Volatility 13.25% The risk-free rate of interest is 1%. i) Estimate the value of a European exercise call option on the index with an exercise price of 7100 and 100 days to run. ii) Estimate the value of a European exercise put option on the index with the same exercise price and expiry date. (Pretty sure the Black-Scholes Merton model is used to complete this but I don’t fully understand, answer length not important as long as workings are shown) Requirements: 300