The final answer is $1.67 please show all work

Current stock price =$15. Strike price of option = $15

Time to maturity of option =6 months Risk-free rate = 6%

Variance of stock return = 0.12

d1 = 0.24495. N(d1) = 0.59675

D2= 0.000000. N(d2) = 0.50000

Question is according to the black-shores option pricing model what is the options value (answer given is $1.67)

A A A a Chapters Intermediate Problems 3-4 (8-3) Black-Scholes Model Assume that you have been given the following information on Purcell Industries: Strike price of option $15 Current stock price $15 Time to maturity of option 6 months Risk-free rate 6% Variance of stock ret 0.12 N(du) 0.59675 di 0.24495 N(d2) 0.50000 d2 0.00000 According to the Black Scholes option pricing model what is the option's value? Put-Call Parity