Please answer this excersise using EXCEL and show every formula, i have 3 days trying to figure it out and i cant. Thanks

1 Solutio 2 Chapte 8 7/16/2015 Probler 8 6 You have been given the following information on a call option on the stock of Puckett Industries: P= $65 0.5 0.50 $70 5% TRF = 12 a. Using the Black-Scholes Option Pricing Model, what is the value of the call option? 4 First, we will use formulas from the text to solve for d1 and d2 15 16 Hint: use the NORMSDIST function (di) N(d1) = (d2)' N(d2) = 19 0 Using the formula for option value and the values of N(d) from above, we can find the call option value 5 b. Suppose there is a put option on Puckett's stock with exactly the same inputs as the call 6 option. What is the value of the put? ut option using Black-Scholes modified formula 0 Put option using put-call parity 2