Use Black Scholes to Value the put and call given the following criteria. The stock price six months from the expiration of an option is $$13\mathrm{.}50,$ the exercise price of the option is $$13,$ the risk free interest rate is $10$ percent per annum, and the volatility is $20\%$ per annum.

$c=1\mathrm{.}09,p=0\mathrm{.}44$

$c=1\mathrm{.}43,p=0\mathrm{.}30$

$c=0\mathrm{.}50,p=0\mathrm{.}63$