1)The current price of a stock is $100. What is the Black-Scholes model price of a six-month call option at strike $101, given an interest rate of 2% and a dividend rate of 1%? The volatility is 25%. (a) $6.30 (b) $6.52 (c) $6.56 (d) $6.78

2)The current price of a stock is $100. What is the Black-Scholes model price of a six-month put option at strike $98, given an interest rate of 2% and a dividend rate of 1%? The volatility is 45%. (a) $11.02 (b) $11.22 (c) $11.68 (d) $11.73