Please do not use excel for this exercise

Use the Black Scholes model to compute the theoretical value of a European call option on a non dividend paying share with the following characteristics: Current share price: $25.53 Exercise price: $27 Time until expiration: 57 days R, = 1.5% = 17% b. Use the put call parity relationship to calculate the price of a European put option with the same exercise price and expiration date as the above call Check Answers: Pc = $0.23, P, = $1.64