Given the following stock information of Google: Time to expiration = 6 months Standard deviation = 40% per year Exercise price = $150 Stock price = $175 Interest rate = 2% Dividend = 0 Part A. Use the Black-Scholes formula to find the value of a call option of Google. Part B. Use the Black-Scholes formula to find the value of a put option of Google, which has the same exercise price and expiration as the call option