please answer both a and b

Rebecca is interested in purchasing a European call on a hot new stock, Up, Inc. The call has a strike price of $96.00 and expires in 92 days. The current price of Up stock is $123.65, and the stock has a standard deviation of 39% per year. The risk-free interest rate is 6.42% per year. Up stock pays no dividends. Use a 365-day year. a. Using the Black-Scholes formula, compute the price of the call b. Use put-call parity to compute the price of the put with the same strike and expiration date (Note: Make sure to round all intermediate calculations to at least five decimal places.) a. Using the Black-Scholes formula, compute the price of the call The price of the call is $29.97. Round to two decimal places.) b. Use put-call parity to compute the price of the put with the same strike and expiration date The price of the put is (Round to two decimal places.)