Use the following data for answering all problem sub-parts: A call option will mature in 6 months. The standard deviation of the underlying stock returns is 50% per year. The exercise price of the call option is $50 and the stock price is also $50. The risk-free interest rate is 3% per year. A. Using the Black-Scholes option pricing formula, calculate the price of the call option. (15 points) I B. Using put-call parity calculate the price of the corresponding put option that has the same exercise price and maturity date as that of the call option. (9 points) 21 dtv MacBook Air