Question: I got some Derivatives problem. Please help! (Using Black-Scholes formula explicitly) Suppose XYZ is a non-dividend-paying stock. Suppose s-$100, -40%, -0, and r-0.06. (a) What

I got some Derivatives problem. Please help!

(Using Black-Scholes formula explicitly) Suppose XYZ is a non-dividend-paying stock. Suppose s-$100, -40%, -0, and r-0.06. (a) What is the price of a 105-strike European call option with 1 year to expiration? (b) What is the price of a 105-strike European put option with 1 year to expiration? (c) Verify the put-call parity. 5

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