Use the Black-Scholes formula to value a call option written on a stock selling for $30 per share with a $35 excercise price. The stock's variance of its stock return is .25 The option matures in four months. The annualized risk-free interest rate is 5%. B) The current price of a stock is $33, and the annual risk free rate is 6%. A call option with a strike price of $32 and with one year until expiration has a current value of $6.56. What is the value of a put option written on the stock with the same exercise price and expiration date as the call option?