You have been given the following information for a call option on the stock of Puckett Industries: $P=$$$69\mathrm{.}00,x=$$$76\mathrm{.}00,t=0\mathrm{.}50,rRF=6\mathrm{.}00\%,$ and $=0\mathrm{.}55.$ Do not round intermediate calculations. Round your answers to the nearest cent.

Black$-$Scholes Model

Current price of the underlying stock, $P$

Strike price of the option, $x$

Time until the option expires, $t$

Risk$-$free interest rate, $r_{RF}$

a$.$ Using the Black$-$Scholes option pricing model to determine

the value of the call option

$d_1$

$d_2$

$N(d_1)$

$N(d_2)$

Value of the call option, $V_C$

b$.$ Using the Black$-$Scholes option pricing model to determine

the value of the put option

Value of the put option, $V_P$