What$$s the price of an European Put Option with a strike of $$75$ and expiring

in $6$ months on a stock which is trading at $$100$ today? Assume a risk$-$free interest rate of

$5\%$ and a stock volatility of $20\%$ per annum. What should be the price of an European Call

Option with the same paramenters?

You look in the market and see that the quoted price is $25.$ What should be the implied

volatility$1$ using that quoted option$2$

$?$ What should be the quoted price of the matching

European Call Option?