PLEASE SHOW HOW IT'S DONE ON EXCEL.

$($Call and put valuation$)$ Consider a European put and a European call, both traded on a stock whose current price is $$80$ per share. The stock$$s return has volatility $\backslash$sigma $=40\%,$ the time to maturity of both options is $9$ months, and the interest rate r $=6\%.$ For what exercise price X are the Black$$Scholes put and call prices equal?