Assume that you have been given the following information on Parnell Indusries call options: Current Stock Price $15.50 Strike price of option $15.00 Time to maturity of option 0.6 risk-free rate 3.9% Variance of stock return 0.15 st. dev of stock return 0.387298 d1 0.632054 0.3372994 N[d1] 0.0373 N[d2] d2 0.5149 a. According to the Black Scholes option pricing model, what is the call option's value, Vc? (5 points) Vc Put-Call Parity b. Using the same information as above, what is the value of a put option written on the stock with the same exercise price and expiration date as the call option, Vp? (5 points) Vp 0.0328 0.0684 0.3 Use the exp(-r*t) function to calculate this