A non-dividend paying stock is currently priced at $75, the risk-free rate with continuous compounding is 12% per annum, and the volatility of the stock is 35% per annum. Use the BSM model to price options on the stock with a strike price of $80 that expire in two years (round answers to the nearest tenth).

Note that N(d₁) = 0.73 and N(d₂) = 0.54.

A) What is the price of a European call option on the stock according to the BSM model?

European call price is:$

B) What is the price of a European put option on the stock according to the BSM model?

European put price is:$

C) If the stock is expected to pay a dividend of $10 in one year, what is the price of a European call option on the stock according to the BSM model (Note that N(d₁) = 0.64 and N(d₂) = 0.44 in this case)?

European call price is:$