Black-Scholes model for pricing a call option and a put option below: C= [SeN(d1)]-[X'eN(d2)] : where d1= [In(S'e /X) + (r+ (var/2))"t]/[stdev (t^0.5)], d2=d1-(stdev"(t^0.5)) P=C-(S'e-X"e"); where C = [S'e **N(d1)]- [X'e **Nid2)), d1= [In(S'e/X) + (r+ (var/2))"t]/[stdev"(t^0.5)), d2=d1- (stdev"(t^0.5)) where C = call option price, P = put option price, S = current stock price, X exercise price, d - dividend yield, r- risk free rate, t - time to expire, N(d2) risk-adjusted cumulative probability of option being in-the-money, and, N(d1)= risk-adjusted cumulative probability of receiving the stock when the option is in-the-money. What happens to the call option values when the risk-free rate decrease and put option values when the payout rate decrease? 0