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What is the price of a 9-month call option AND a 9-month put option BOTH with a strike price of $45 given the Black-Scholes Option

What is the price of a 9-month call option AND a 9-month put option BOTH with a strike price of $45 given the Black-Scholes Option Pricing Model and the following information?

Stock Price = $48

Strike Price = $45

Time to expiration = .75

Risk-free rate = .05

Std. Dev. = .25

Call Price Put Price

$2.03 a) $2.03

$4.86 b) $4.86

$6.69 c) $6.69

$8.81 d) $8.81

$9.27 e) $9.27

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