1 Current share price is $2.90. Exercise price $2.60 in 6 months time. Risk free rate of interest is 6% p.a. Standard deviation of rate of return on share is 40% a) What is the value of a call option? b) What is the value of a put option? Question 2 Current share price is $35.00 Exercise price $35.00 in 1 years time. Risk free rate of interest is 10% p.a. Standard deviation of rate of return on share is 20% a) What is the value of a call option? b) What is the value of a put option