Problem 5: Beulah observes that stock is trading at $100 per share and has a volatility per annum of 40%. Interest rates are 5% per annum continuously compounded and there are 6 months until option expiration. Use The Black Scholes Merton Formula and other relevant formula to find A. the value of a Call Option with exercise price of $100 and to find B. the value of a Put Option with exercise price of $100. Your final answers should be correct to 2 places after the decimal point. Beulah calculates: A. B. C=XN(d1)Eer(Tt)N(d2)d1=Ttln(X/E)+(r+2/2)(Tt)d2=d1Tt N(z) equals the area under the Standard Normal Curve to the left of z. Problem 5: Beulah observes that stock is trading at $100 per share and has a volatility per annum of 40%. Interest rates are 5% per annum continuously compounded and there are 6 months until option expiration. Use The Black Scholes Merton Formula and other relevant formula to find A. the value of a Call Option with exercise price of $100 and to find B. the value of a Put Option with exercise price of $100. Your final answers should be correct to 2 places after the decimal point. Beulah calculates: A. B. C=XN(d1)Eer(Tt)N(d2)d1=Ttln(X/E)+(r+2/2)(Tt)d2=d1Tt N(z) equals the area under the Standard Normal Curve to the left of z