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 $43.00, the exercise price of the option is $39, the risk free interest rate is 10 percent per annum, and the volatility is 20% per annum.

A) c = 6.33, p = 0.43

B) c = 3.16, p = 1.06

C) c = 4.00, p = 1.90