Q28. Please show excel formula.

Problem 28 You have until 7:20 PM to complete this assignment. Intro The current price of a non-dividend-paying stock is $84.38 and the annual standard deviation of the stock's return is 58%. The risk-free rate is 1.9% (continuously compounded). A European call option on the stock has a strike price of $87 and expires in 1.5 years. A B 1 Inputs 2 Stock price 84.38 3 Exercise price 87 4 Expiration (years) 1.5 5 St.Dev. of returns 0.58 6 Dividend yield 0 7 Risk-free rate 0.019 Part 1 Attempt 1/2 for 10 pts. What should be the price (premium) of the call option? 1+ crecima Submit Part 2 Attempt 1/2 for 10 pts. What should be the price (premium) of an otherwise identical put option according to put-call parity? 1+decima Submit Part 3 Attempt 1/2 for 10 pts. What should be the price (premium) of an otherwise identical put option according to the Black-Scholes model? 1+decima Submit