Hi! Could you please help providing a step-by-step explanation for the calculation of the following problem:

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 $13.50, the exercise price of the option is $13, the risk free interest rate is 10 percent per annum, and the volatility is 20% per annum.

I'm stuck on how to the steps to solve this problem. Thanks!