"Assume that you have been given the following information on Purcell Industries: Build a Model: Black- Scholes Model resource MINI CASE Web site. You have been given the following information for a call option on the stock of Puckett Industries: P = $65.00, X = $70.00, t = 0.50, rRF = 5.00% and = 50.00%. a. Use the Black-Scholes option pricing model to determine the value of the call option. b. Suppose there is a put option on Pucketts stock with exactly the same inputs as the call option. What is the value of the put? Assume that you have just been hired as a financial analyst by Triple Play Inc., a mid-sized California company that specializes in creating high-fashion clothing. Because no one at Triple Play is familiar with the basics of financial options, you have been asked to prepare a brief report that the firms executives can use to gain a cursory understanding of the topic. Current stock price = $15 Time to maturity of option = 6 months Variance of stock return = 0.12 d1 = 0.24495 d2 = 0.00000 Strike price of option = $15 Risk-free rate = 6% N(d1) = 0.59675 N(d2) = 0.50000 According to the Black-Scholes option pricing model, what is the options value?".

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