QUESTION 2 (10 POINTS) Calculate the Value of the Call and Put Option using the Black Scholes Model. The Current Stock price is at $95.00 and the Exercise price is $98.00. Three (3) months from now the option contracts expire. The Variance (2) is calculated at 0.0900. The risk free rate is 2% and there is no dividend paid. \begin{tabular}{|l|l|} \hline INPUT & \\ \hline \hline & \\ \hline & \\ \hline & \\ \hline & \\ \hline & \\ \hline & \\ \hline \end{tabular} OUTPUT \begin{tabular}{r|r|} \hline \hlined1= & \\ \hlined2= & \\ \hlineN(d1)= & \\ \hlineN(d2)= & \\ \hline \end{tabular} \begin{tabular}{r|r|r|} \hline Call Premium = & Put Premium = \\ \hline Break Even Stock = & Break Even Stock = \\ \hline for S to reach BE (%)= & Distance for S to reach BE (%)= \\ \hline \end{tabular}