$S=51x=50r=2\%T=3$ months Sigma $=\mathrm{.}15$

$N(d_{2}1)=\mathrm{.}64$ and $N(d_{-}2)=\mathrm{.}62$

If the price of the underlying asset, S $,$ decreases by $$1$

a$.$ the price of the put option increases by $$0\mathrm{.}64$

b$.$ the price of the call option decreases by $$0\mathrm{.}64$

c$.$ the price of the put option increases by $$0\mathrm{.}36$

d$.$ both b and c

e$.$ the option prices do not change because there's only three months to expiration