Question: please answer this with work and the final answer. thanks A European PUT option written on one share of Deadwood Lumber Co. stock has the

please answer this with work and the final answer. thanks

A European PUT option written on one share of Deadwood Lumber Co. stock has the following parameter values: S=$2 8,X=$30,r=5% p.a., =30% p.a., T=6 months. Find the premium of this option, rounded to 2 decimals (e.g., 1.15 ; do NOT include a dollar sign in your answer). NOTE: Use the continuous time version of the Black-Scholes and Put-Call Parity equations (i.e., do NOT use the book's version). QUESTION 10 A put option expires $26 in the money, meaning that the option's payoff is $26. What is the payoff at expiration of the "corresponding" call option; that is, a call option with the exact same parameter values as the put option

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