Yes, cap and rotor and specifically rotor. Be sure they are Bosch! If the rotor has no writing on it toss it!!
The coil is hard to test for what you are looking, without a secondary ignition scope. While looking at the scope watching firing lines at 10-15kv one then pulls any plug wire and watches the open circuit potential. If the line stays the same one of two things has happened. Either the increased potential found an out of cylinder low voltage path to ground between the coil and the wire or the coil does not have the capacity to deliver the spark its rated to. It should give a spike at around 30kv. BTW don't unplug that wire with unshielded pliers - ZAP!!! One way to have a shielded plier is to attach a ground wire to the pliers and engine ground. But, the wire does not need to be pulled with engine running. Just shut it off and then restart and observe.
Bosch Master, ASE Master, L1
33 years MB technician