a. What is the price of a European put option on a non-dividend-paying stock using the Black -Scholes model when the stock price is $69, the strike price is $70, the risk-free interest rate is 5% per annum, the volatility is 35% per annum, and the time to maturity is six months? B. At what future stock price will the buyer of the put option breakeven?

I SOLVE A I NEED B ONLY

A ANSWER:6.40$

B??????