GME's stock is trading for $135 today. The risk-free rate is 0.5% and GME's stock returns have an annual standard deviation (volatility) of 56%. There is a call option and a put option for GME's stock, both expire in 60 days from today and their strike prices are both $140.

Find the value for d₁ in the Black-Scholes formula. (First, you will need to find the values for S, K, T-t, r, and ) For the sake of this question and ease of calculation, let there be 360 days in a year. (Round to the third decimal place)

Find the value for d₂ in the Black-Scholes formula. (Round to the third decimal place)

Use the results in the previous questions and find the price for the call option.

find the price for the put option.