Using the given information, we can calculate the following: Forward rate: F = (SO * e^((rf-rd)*T)) / E where T = expiration in years F = (1.9674 * e^((0.03525-0.02453)*90/365)) / 1.9 F = 1.9886 d1: d1 = (ln(SO/E) (rf - rd (sigma^2)/2)T) / (sigma * sqrt(T)) d1 = (ln(1.9674/1.9) (0.03525 - 0.02453 (0.063^2)/2)(90/365)) / (0.063 * sqrt(90/365)) d1 = 0.6478 N(d1): N(d1) = cumulative standard normal distribution of d1 N(d1) = 0.7406 d2: d2 = d1 - (sigma * sqrt(T)) d2 = 0.6478 - (0.063 * sqrt(90/365)) d2 = 0.5382 N(d2): N(d2) = cumulative standard normal distribution of d2 N(d2) = 0.7042 $ Call premium: Call premium = (SO * N(d1) - E * e^(-rdT) * N(d2)) Call premium = (1.9674 * 0.7406 - 1.9 * e^(-0.0245390/365) * 0.7042) Call premium = 0.0345 $ Put premium: Put premium = (E * e^(-rdT) * N(-d2) - SO * N(-d1)) Put premium = (1.9 * e^(-0.0245390/365) * 0.2958 - 1.9674 * 0.2594) Put premium = 0.0307 Therefore, the solutions are: Forward rate: 1.9886 d1: 0.6478 N(d1): 0.7406 d2: 0.5382 N(d2): 0.7042 $ Call premium: 0.0345 $ Put premium: 0.0307