please help

\f1. You have been granted stock options on 1000 shares of your employer's stock. The stock is currently selling for $28.50 and has a standard deviation of 30 percent. The option's strike price is $40 and the time to maturity is 5 years. The risk-free rate of 2.2 percent? Assume that no dividends are paid. A. What is the exact type of option? B.i. What is the value of one option? ii. What is the total value of your options? 2. The SpringBounce Company stock is currently selling for $45. There is a call option with an exercise price of $50 with 6 months to maturity. The risk free rate is 4% and the variance is .169. A. What is the value of the put? Provide all your calculations for components (N(-dl), etc.) B. What is the value of the call using Put-Call parity