finance question

D. Find the current fair values of a D1 month European call and a D2 month European put option, using a current stock price of D3, strike price of D4, volatility of D5, interest rate of D6 percent per year, continuously, compounded.Obtain the current fair values of the following:

1. European call by simulation.
2. European put by simulation.
3. European call by Black-Scholes model.
4. European put by Black-Scholes model.

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