Please explain answer. Must be A, B, or C below to be correct. Thanks

Use Black Scholes to Value the put and call given the following criteria. The stock price six months from the expiration of an option is $13.50, the exercise price of the option is $13, the risk free interest rate is 10 percent per annum, and the volatility is 20% per annum.

A.) c = 1.09, p = 0.44

B.) c = 1.43, p = 0.30

C.) c = 0.50, p = 0.63