(1)Using the Black Scholes Option Pricing Model, calculate the value of Call and Put Options for a stock with the following information. Use the Power Point presentation along with the Standard Normal Distribution Table given to you from presentation to you on this topic. Show all your work. Inputs: Risk free rate = rfr = 0.10 or 10% Time to maturity (by days in year) = (T) = 50/365 Exercise Price (X) = $40 Standard deviation (?) = 0.23 Stock Price (S) = $42