(1 point) A stock currently trades at $40. The continuously compounded risk-free rate of interest is 2%, and the volatility of the stock return is 24%. Use the Black-Scholes formula to compute each of the following (round each answer to the nearest penny). [Note: Use software to compute the values of the normal CDF, not the table.] a) The price of a 0.5-year European call option, struck at $43. Price = $ b) The price of a 0.5-year European put option, struck at $43. Price = $