need help

33. A stock is priced at $166 with an exercise price of 165 , a risk-free interest rate of 5.71% (continuously compounded rate), volatility of 21% and 102 days to expiration. There are no dividends and the options are European. (a) Calculate the call price using the Black-Sholes-Merton formula. Round d1 and d2 to the nearest .01 in order to look up the standard normal distribution on the table. (b) Given the call price above, use put-call parity to solve for the price of the put. (c) If the stock were to pay a dividend of $1.20 in 35 days, the price of the call would go down. True or False