Suppose that the current price of Stock A is \(\$ 70\) per share and the price follows the jump diffusion model in Eq. (6.26). Assume that the risk-free interest rate is \(8 \%\) per annum and the stock volatility is \(30 \%\) per annum. In addition, the price on average has about 15 jumps per year with average jump size \(-2 \%\) and jump volatility \(3 \%\). What is the price of a European call option with strike price \(\$ 75\) that will expire in 3 months? What is the price of the corresponding European put option?