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Assume risk-free rate is 5% per annum continuously compounded. Use Black-Scholes formula to find the price...

Assume risk-free rate is 5% per annum continuously compounded. Use Black-Scholes formula to find the price the following options:

  1. European call with strike price of $72 and one year to maturity on a non-dividend-paying stock trading at $65 with volatility of 40%.
  2. European put with strike price of $65 and one year to maturity on a non-dividend-paying stock trading at $72 with volatility of 40%
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NO INTERMEDIATE ROUNDING IS DONE. ONLY WRITTEN IN EXCEL. NO EXCEL FUNCTION IS USED. THANK YOU.

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