What is the price of an identical put option using bsm model, Finance Basics

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What is the price of an identical put option using bsm model

Problem

A stock currently sells for $95. A call option on the stock has an exercise price of $95 and will expire in 9 months. The annual rate is 6% and the annual standard deviation (σ) of the stock's returns is 0.20. The annual dividend yield on the stock is 4%

i. What is the price of a European call option according to the Black-Scholes-Merton option pricing model?

ii. What is the price of an identical put option using BSM model?

iii. What is the probability that the call option will not be exercised?

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