Assume that the assumptions of the Black-Scholes model hold. Consider European put option and European call option both with strike price K=20, written on the stock with S0=10, =0.10, = 0.25. The risk-free rate r is 1.0%. Find the prices of the call and the put options for expiration time T equal to 0.2, 04, 06, 08, and 1 year. Show your results in the table. How do you explain the relationship between the price of the call option and expiration time? How do you explain the relationship between the price of the put option and expiration time?

please show work in excel format