PROBLEM 7.6 Calculate the value of a call option using the B-S model given the following information: Current market price of the share (S): *75 Volatility (standard deviation, ): 0.45 Exercise price (E): *80 Risk-free rate (r): 0.12 Time to expiration (f): 6 months 0.5 years If an investor wants to buy a put with same exercise price and expiration date as call option, what will be the value of put?