1- A stock option contract has the following information. The underlying stock price is $105 with exercise price of $100. This contract has a price variance of 9% with the current T-Bills rate is 10%. Assuming that the contract has 150 days to expiration ( 1 year =365 days), calculate: a. The value of the option contract if it is a Call Option b. The value of the option contract if it is a Put Option