Feedback for Consider a European put and a European call option. Both have an exercise price of $90 andexpire in100 days. The put is trading at $9.80, while the call is trading at $13.80 and the annualized standarddeviation is equal to 12%. The underlying asset is currently trading at $80 and makes no cashpayments during the life of the options. The risk-free rate is 4.9%.Calculate d1 and d2 for the above problem.

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