need the answer to a,b and c in excel

5. (20 Points) Consider the following European call option on the Brazilian real: The current dollar cost of buying a real is $0.2. The strike price is $0.26. The US risk-free rate is 5% per year (continuously compounded). The Brazilian risk-free rate is 11% (continuously compounded). The volatility of the dollar value of a Brazilian real is 60% per year. The option matures in 3 months. a) What number would you plug in for S in the standard Black-Scholes call formula to price this option? b) What is the value of the option? c) What are the exact contents of the replicating portfolio?