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.

a. 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.

b. Find the value for d2 in the Black-Scholes formula.

c. Using the results in a and b, what is the price for the call option? for the put option?