Assume that you have been given the following information on Purcell Industries: Current stock price = $15 Time to maturity of option 6 months Variance of stock return = 0.12 Strike price of option - $15 Risk-free rate 6% d,-0.24495 d, = 0.00000 Nid,) - 0.59675 N(d)-0.50000 According to the Black-Scholes option pricing model, what is the option's value Put-Call Parity The current price of a stock is $33, and the annual risk-free rate is A call option with a strike price of $12 and with 1 year until expiration has a current value of $6.56. What is the value of a put option written on the stock with the same exercise price and expiration date as the call option?