Please show work

Using Black-Scholes Model, please compute the price of a 3-month European call and put options on a non-dividend paying stock. Assume that the current stock price, S₀, is $50, the strike price, X, is $50, the risk-free interest rate, r, is 10% per annual, the annual volatility, , is 30%. Please build Black Scholes model in Excel following the format in the attached example. The cells highlighted in yellow represent your answers to this question. Please note the input values for the example differ from this question, so your answers will be different from the example. Please submit your excel file with your answers highlighted in yellow.

Inputs
Stock Price Now (P)	$52.00
Standard Dev.-Annual (Sigma)	25.00%
Riskfree Rate-Annual (kRF)	10.00%
Exercise Price (X)	$50.00
Time to Maturity- Years (t)	0.5000

Outputs
d1	0.593
d2	0.416
N(d1)	0.723
N(d2)	0.661
Call Price (V)	$6.16

-d1	-0.593
-d2	-0.416
N(-d1)	0.277
N(-d2)	0.339
Put Price	$1.72

Hint:

Call Price: SN(d1)-Kexp(-RT)N(d2)

Put Price: Kexp(-RT)N(-d2)-SN(-d1)