Calculate Put value, Put call value.

Suppose you have $+100000$ INRUSD contract

$$ Create Delta neutral portfolio with the help of call option.

$$ Create Delta neutral portfolio with the help of Put option.

$$ S $($INRUSD$)=0\mathrm{.}0134$

$$ K $($INRUSD$)=0\mathrm{.}0135$

$$ r $($India$)=6\%$

$$ r $($USA$)=2\%$

$\backslash$sigma $($volatility$)=2\%($daily volatility$)$

$$ t $($time to expiry$)=2$ Months.