Question: Problem 3 (9 points) This problem uses the same assumption as the Problem 2 above. (a) (3 points) Calculate the value of the same call

Problem 3 (9 points) This problem uses the same assumption as the Problem 2 above. (a) (3 points) Calculate the value of the same call option considered in the Problem 2 using Black-Scholes call option valuation formula. (b) (3 points) Use the Black-Scholes formula to calculate the price of a European put option with the same maturity of 5 months and the same strike price of $69. (0) (3 points) N umerically verify the putcall parity for this pair of call and put options

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