Complete the equation for the value of a putation Put Option EN) - Now consider the stock of Lumia Enterprises L) traded at the price 540 per share. A put otion written on stock has no $35 and 6 months remaining until expiration. The risk-free rate is call option written on the same pro and en date as the put option. If the call option has a price of V - 57.39, then the price of the put option is Note: 2.73 the approximate value afe) 9. Put-call parity and the value of a put option Consider two portfolios A and B. At the expiration date, t, both portfolios have identical payoffs. Portfolio A consists of a cut eation and one share o stock Portfolio B has a call option (with the same strike price and expiration date as the put option) and cash in the amount to the present valun (PV) or the strike price discounted at the continuously compounded risk-free rate, which is Xenart. At expiration, the stock nic is and the value of this cash will equal the strike prio, X As defined in the Black-Scholes model, et Ndi) stand for probability that a deviation less than di will occur in a standard normal distribution and (d) and (d) represent areas under a standard normal distribution function Carlete the equation for the value of a put option Put Option PNC) - ) X Now consider the stock of Lumia Enterprises (LE) traded at the price = 540 Dershare. A put option written on ES stock has an extra 135 and 6 months remaining until expiration. The risk-free rate is = 3%A call option written on Le as the same sed rice and curati date as the put option. If the call option has a price of Vo = 57.39, then the price or the put option is Noto: Use 27183 as the me value of