need help with the problem set. the excel sheet is attached below. thanks

Name Class Id Section E-Mail Address Score 0/0 Problem a Problem 1 Answer d1 N(d1) N(-d1) Call Price Put Price b c a Problem 2 Call1 Call2 Call3 Call4 Put1 Put2 Put3 Put4 b c Call1 Call3 Put1 Put3 Correct Answer Score Full Score Comments 0.0000 0.0000 0.0000 0.00 0.00 0.00% 0.00% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 $0.00 $0.00 $0.00 $0.00 $0.00 Bonus Total Score 0.0 0 Sheet Name Sub Q. No. A Stock Price Exercise Price Time to Maturity Standard Deviation Risk Free rate 50.00 40.00 0.300 0.200 4.75% B Stock Price Exercise Price Time to Maturity Standard Deviation Risk Free rate changes in Stock Price Target value Call Price Put Price Call Price Put Price d1 N(d1) N(-d1) d2 N(d2) N(-d2) d1 N(d1) N(-d1) d2 N(d2) N(-d2) hanges in Stock Price C Stock Price Exercise Price Time to Maturity Standard Deviation Risk Free rate Call Price Put Price d1 N(d1) N(-d1) d2 N(d2) N(-d2) Difference of two options Black Sholes Option Pricing - Implied Volatility A. Implied Volatility Type Name Stock Exercise Price Time to Maturity Risk Free rate Standard Deviation BS Option Prices Call/Put Price Call Put Call1 29.1 $27.50 0.23 1.67% Call2 29.1 $32.50 0.230 1.67% Call3 29.1 $27.50 0.729 1.67% Call4 29.1 $32.50 0.729 1.67% Put1 29.1 $27.50 0.230 1.67% Put2 29.1 $32.50 0.230 1.67% $2.30 $0.19 $3.40 $0.93 $0.43 $3.50 B. Volatil average C. Type Name Stock Exercise Price Time to Maturity Risk Free rate Standard Deviation BS Option Prices Call/Put Price Difference Call Put Call1 29.1 $27.50 0.23 1.67% Call2 29.1 $32.50 0.230 1.67% Call3 29.1 $27.50 0.729 1.67% Call4 29.1 $32.50 0.729 1.67% Put1 29.1 $27.50 0.230 1.67% Put2 29.1 $32.50 0.230 1.67% $2.30 $0.19 $3.40 $0.93 $0.43 $3.50 Put Put3 29.1 $27.50 0.729 1.67% Put4 29.1 $32.50 0.729 1.67% $1.09 $3.70 Put3 29.1 $27.50 0.729 1.67% Put4 29.1 $32.50 0.729 1.67% $1.09 $3.70 Put Function Callprice(stock, exercise, rf, time, sd) s = stock X = exercise t = time R = rf d = sd d1 = (Log(s / X) + R * t + (d ^ 2) * t / 2) / (d * t ^ 0.5) d2 = d1 - d * t ^ 0.5 nd1 = Application.NormSDist(d1) nd2 = Application.NormSDist(d2) Callprice = s * nd1 - X * Exp(-R * t) * nd2 End Function Function Putprice(stock, exercise, rf, time, sd) s = stock X = exercise t = time R = rf d = sd d1 = (Log(s / X) + R * t + (d ^ 2) * t / 2) / (d * t ^ 0.5) d2 = d1 - d * t ^ 0.5 nd1 = Application.NormSDist(-d1) nd2 = Application.NormSDist(-d2) Putprice = -s * nd1 + X * Exp(-R * t) * nd2 End Function