please explain

Use the Black-Scholes formula to value the following options: a. A call option written on a stock selling for $75 per share with a $75 exercise price. The stock's standard deviation is 9% per month The option matures in three months. The risk-free interest rate is 100% per month (Do not round intermediate calculations, Round your answer to 2 decimal places.) Call value b. A-put option on the same stock at the same time, with the same exercise price and expiration date (Do not round intermediate calculations, Round your answer to 2 decimal places.) Put value Use the Black-Scholes formula to value the following options: a. A call option written on a stock selling for $75 per share with a $75 exercise price. The stock's standard deviation is 9% per month The option matures in three months. The risk-free interest rate is 100% per month (Do not round intermediate calculations, Round your answer to 2 decimal places.) Call value b. A-put option on the same stock at the same time, with the same exercise price and expiration date (Do not round intermediate calculations, Round your answer to 2 decimal places.) Put value