Black-Scholes Option Pricing Model Assume that you have been given the following information on Buccaneer Industries call options: Please show work and answer questions completely to receive full credit. Current Stock Price Time to maturity of option Variance of stock return di d2 $ 17.00 Strike price of option 0.3 risk-free rate 0.3 st. dev of stock return 0.2995099 N[d2] -0.0005 N[02] $16.50 5% 0.547723 0.617724 0.4998 0.0299 0.06 0.3 a: According to the Black Scholes option pricing model, what is the call option's value, Vc? (5 points) Vo le Use the expl-r*t) function to calculate this. Put-call Party b. Using the same Information as above, what is the value of a put option written on the stock with the same estorche price and expiration dute as the call option, Vp? (5 points) Vp