Please assist with the following questions and show work for reference.

A 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 B C D E F G TEMPLATE Chapter: 8 Excel Assignment H I J K L SUMMER 2016 You have been given the following information on a call option on the stock of Puckett Industries: P= t= s= $65 0.5 50.00% X= rRF = $70 5% a. Using the Black-Scholes Option Pricing Model, what is the value of the call option? First, we will use formulas from the text to solve for d1 and d2. Hint: use the NORMSDIST function. (d1) N(d1) = = (d2) = N(d2) = Using the formula for option value and the values of N(d) from above, we can find the call option value. VC = b. Suppose there is a put option on Puckett's stock with exactly the same inputs as the call option. What is the value of the put? Put option using Black-Scholes modified formula = Put option using put-call parity = M