1. The Black-Scholes price for a European put option is P(S,t, K,T,r.go) = Ke r(T t)(-d-).. Se q(T t)(-d.) where log (5)+r-q+ (T-t) an log ) + (r-r-2) (T-t) Compute each of (a) (P)= (b)(P) = (c) (P) = 82P by taking derivatives of (1). Verify that your answers are correct using put-call parity. 1. The Black-Scholes price for a European put option is P(S,t, K,T,r.go) = Ke r(T t)(-d-).. Se q(T t)(-d.) where log (5)+r-q+ (T-t) an log ) + (r-r-2) (T-t) Compute each of (a) (P)= (b)(P) = (c) (P) = 82P by taking derivatives of (1). Verify that your answers are correct using put-call parity