Develop and implement a function calc_mean_std(series) to calculate the mean and standard deviation for any time series. (2 marks) Develop and implement a function put premium(implied_vol, S, K, r, 1_dift) to calculate the european style vanilla put option premium by accepting 5 parameters: implied volatility: implied_vol, underlying stock price: S. strike price: K, cost of borrowing: r and time to expiry date: t_diff. P,= Ke-1) N(-d) - S,N-d.) OVT-i d =d, -OVT-1 St K Note: underlying stock price at time t: strike or exercise price: implied vol (annualised): cost of borrowing (annualised): tenor: moving time: time to expiry date or t_diff In: T T-t, (for example, 6 months left => 0.5). natural logarithm. (7 marks) (e Develop and implement a function put_delta(implied vol, S, K, r, t_diff) to calculate one (1) of the option greeks: delta for an european style vanilla put option by accepting the very same 5 parameters as that of put prebriumo. A, =-e "-". N(-di) Develop and implement a function calc_mean_std(series) to calculate the mean and standard deviation for any time series. (2 marks) Develop and implement a function put premium(implied_vol, S, K, r, 1_dift) to calculate the european style vanilla put option premium by accepting 5 parameters: implied volatility: implied_vol, underlying stock price: S. strike price: K, cost of borrowing: r and time to expiry date: t_diff. P,= Ke-1) N(-d) - S,N-d.) OVT-i d =d, -OVT-1 St K Note: underlying stock price at time t: strike or exercise price: implied vol (annualised): cost of borrowing (annualised): tenor: moving time: time to expiry date or t_diff In: T T-t, (for example, 6 months left => 0.5). natural logarithm. (7 marks) (e Develop and implement a function put_delta(implied vol, S, K, r, t_diff) to calculate one (1) of the option greeks: delta for an european style vanilla put option by accepting the very same 5 parameters as that of put prebriumo. A, =-e "-". N(-di)