Use Black Scholes to Value the put and call given the following criteria. The stock price six months from the expiration of an option is $52.00, the exercise price of the option is $49, the risk free interest rate is 10 percent per annum, and the volatility is 20% per annum.

A) c =4.10, p = 1.56

B) c = 3.00, p = 2.29

C) c = 6.26, p = 0.88

If possible show how you entered this into the BSOPM excel spreadsheet.