Question 6 Stark Industries stock is currently quoted at RM19.60. Assuming the risk-free rate is 8%, stock price volatility is 40%, dividend is zero and 90 days to maturity, calculate the following using Black-Scholes option pricing model (BSOPM). a) Fair value for a RM20 call option. C=S.Md1)-K8-"N( d2 di= [(In(SK)+(r+(822) )],[Sv] d2=d1- SVt (6 marks) b) Fair value for a RM20 put option P=ke" -d 2)-S, NK -d1)