$(2\mathrm{.}5$ pts$.)$ Find the Black$-$Scholes price of a six$-$month Put option written on C$100,000$ with a strike price of $$1\mathrm{.}00=1\mathrm{.}00.$ The current exchange rate is $$1\mathrm{.}25=1\mathrm{.}00$; The U$.$S$.$ risk$-$free rate is $5$ percent over the period and the euro$-$zone risk$-$free rate is $4$ percent. The volatility of the underlying asset is $10\mathrm{.}7$ percent.

a$.(2\mathrm{.}5$ pts$.)$ Find the price of this option if it were a put instead of a call.