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A 1-year option is offered on a non-dividend-paying stock. The stock price is $85. The exercise price of the option is $90 and the volatility

A 1-year option is offered on a non-dividend-paying stock. The stock price is $85. The exercise price of the option is $90 and the volatility is 18% per annum. The continuously compounded risk-free rate is 6% per annum. When the Black−Scholes−Merton model is used: 
a. What is the value of d1? 
b. What is the value of d2? 
c. What is the price of a call option, c? 
d. What is the price of a put option, p?

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