Consider a European put option on AAPL stock with a strike of 300 that expires on 9/18/20. As of close on 4/27, the spot price is 283.17 and the option premium is 25.90.

a.[5 ] What is the current intrinsic and extrinsic value of this option?

b.[10] If spot interest rates for a bond expiring on 9/18/20 is 0.5% annually, what should be the price of a call option with the same strike and expiration?

c.[5] What is the Black-Scholes-implied volatility of this option?

d.[Extra Credit, 5] What is the Black-Scholes delta, gamma, and theta of this option?

PLEASE answer all parts and show work! This is needed ASAP