Please show all major calculations/formulas (without using excel, if possible)

10. Use the Black-Scholes formula to value the following options: a. A call option written on a stock selling for $100 per share with a $110 exercise price. The stock's standard deviation is 6% per month. The option matures in four months. The risk-free interest rate is 1% per month. b. A put option written on the same stock at the same time, with the same exercise price and expiration date