Could you please show your work. Thank you.

Use Black Scholes to Value the put and call given the following criteria. The stock price six months from the expiration of an option is $43.00, the exercise price of the option is $39, the risk free interest rate is 10 percent per annum, and the volatility is 20% per annum.

A: c = 4.00, p = 1.90, B: c = 6.33, p = 0.43, C: c = 3.16, p = 1.06