Question 5 c=S0N(d1)KerTN(d2) Consider an European call option and an European put option on a stock. The stock price is $18, the time to maturity is six months, the risk- free rate of interest is 10% per annum, the exercise price is $20, and the volatility is 30% per anumm. perTN(d2)S0N(d1) a) What is the price of the option, using Black-Scholes-Merton model (calculate manually using Excel Function) Verfy your answer using DerivaGem to calculate the price of the option. b) What is the price of the put option? c) Verify that put-call parity holds. (Fill up the yellow cells) \begin{tabular}{|l|l|} \hline So & \\ \hline K & \\ \hline Sigma & \\ \hlineT & \\ \hliner & \\ \hline \end{tabular} \begin{tabular}{|l|l|} \hlined1 & \\ \hlined2 & \\ \hline N(d1) & \\ \hline N(d2) & \\ \hline N(d1) & \\ \hline N(-d2) & \\ \hline \end{tabular} \begin{tabular}{|l|l|} \hline a. European Call & \\ \hline b. European Put & \\ \hline c. Verify put-call parity & \\ \hline c+ Kexp(-rt) & \\ \hlinep+ So & \\ \hline Difference & \\ \hline \end{tabular} where d1=Tln(S0/K)+(r+2/2)T d2=Tln(S0/K)+(r2/2)T=d1T