Current Stock Price Time to maturity of option Variance of stock return d1 d2 $ 13.00 Strike price of option 0.6 risk-free rate 0.18 st. dev of stock return 0.2556 N[d1] -0.0730 N[d2] $ 13.00 5% 0.42426 0.60087 0.4709 0 0.084 0.329 a. According to the Black Scholes option pricing model, what is the call option's value, Vc? (5 points) Vc ett Use the exp(-r*t) function to calculate this. Put-Call Parity b. Using the same information as above, what is the value of a put option written on the stock with the same exercise price and expiration date as the call option, Vp? (5 points) Vp