when solving B) please dont just write "e" in the formula; please solve on how you get the call and put option on EXCEL.

9:53 .. LTED Expert Q&A Done 1. Black-Scholes option pricing Suppose the stock price is 50 and we need to price a call option with a strike of 55 maturing in 2 months. The stock is not expected to pay dividends. The continuously compounded risk-free rate is 3%/year, the mean return on the stock is 7%/year, and the standard deviation of the stock return is 30%/year. a. What is the N(dl) and N(d2)? b. What is the price of the call option? c. What is the price of a put option with the same features