A stocks price variance rate, or $\backslash$sigma

$2$

$,$ is $25\%.$ The nominal risk$-$free rate is currently $8\%$ p$.$a$.$ The

company$$s stock now trades at ksh$.120.3-$month European calls and puts are trading with a

strike price of ksh$.128.$

Required:

a$)$ Calculate the values of d$1$ and d$2?(6$ Marks$)$

b$)$ What is the value of the European call option? $(4$ Marks$)$

c$)$ What is the value of the European put option? $(4$ Marks$)$

d$)$ Verify that the put call parity relation holds. $(6$ Marks$)$