1. The Black Scholes calculation model of European put option pricing is written. Assuming that the above variable data : S= 42, k = 40, r = 10%, t = 0.5, = 20%. Calculate the European put option price of the stock

2. Write out the parity formula between European call and put option prices, and calculate the corresponding European call option prices Note: the corresponding data of cumulative integral distribution n (.) of normal random variables are as follows:

N0.7457=0.7721N((0.2701)=0.5800N(-0.0104)=0.4959N(0.7693)=0.7791 N(0.6043)=0.7272N(0.6278)=0.7349 N(0.7693)=0.2209N(-0.6278)=0.2651