Question: For So 100, v = 10%, r = 5% and X = 100, find the prices of a call and a put with six-

For So=100, v = 10%, r = 5% and X = 100, find the prices of a call and a put with six- month expiry using the

For So 100, v = 10%, r = 5% and X = 100, find the prices of a call and a put with six- month expiry using the BSM model. Then, for each option, calculate the delta, lambda, gamma, theta, rho, and vega parameters.

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