Suppose Stock ABC was trading at a price So=$45 and the 1 year call option and the put option on the stock had the same exercise price, K=$45. Given the standard deviation (volatility) of the stock price was 10% and the risk free rate was 5%, what would be the value of the call option and the put option on stock ABC ( using the Black Scholes Option pricing model) From the tables, given N(0.45)=0.6736; N(0.55) = 0.7088 Also note N( -0.55)=1-N(0.55); and N(- 0.45) = 1 - N(0.45)