This class uses the textbook: mathematics-of-investment-and-credit 7th edition incase that helps but I just need to know the steps to get the answer.

Use the following for the next two problems: So = 45, K = 50, T = 1, r = 3%, o = 15%. = = = = a 11. (a) Find the current price of a call option using the Black-Scholes formula. (b) Then find the price of the put option. (c)What is the profit for the previous problem in terms of S? (d) What is the profit for the previous problem if S1 = 39? Answer: (a) C = 1.38 (per share), (b) P= 4.90 (per share), (c) 100(|S1 501 6.47), (d) 453. - = = Use the following for the next two problems: So = 45, K = 50, T = 1, r = 3%, o = 15%. = = = = a 11. (a) Find the current price of a call option using the Black-Scholes formula. (b) Then find the price of the put option. (c)What is the profit for the previous problem in terms of S? (d) What is the profit for the previous problem if S1 = 39? Answer: (a) C = 1.38 (per share), (b) P= 4.90 (per share), (c) 100(|S1 501 6.47), (d) 453. - = =