Please help!! And please use the image, it's more accurate!!!! Thanks!!

$2.$Find the solution of the Black$-$Scholes Equation for $P_E(S,t).($Hint: Put$-$Call Parity

Equation$)$

$5.$Suppose the modeling allows $S$;

$($a$)$ What is the value of a Call?

$($b$)$ What is the value of a Put?

$($c$)$ Explain both answers in terms of finance

$6.$ Suppose the modeling allows $S0,$

$($a$)$ What is the value of a Call?

$($b$)$ What is the value of a Put?

$($c$)$ Explain both answers in terms of finance

$7.$ Suppose the modeling is that $tT.$

$($a$)$ What is the value of a Call?

$($b$)$ What is the value of a Put?

$($c$)$ Explain both answers in terms of finance