11. A stock selling at $100 will either go up at the rate of u-10% or go down at the rate of d -10% each month for the next two months. The constant risk-free rate is 1% per month. Consider the evaluation of a European call and put on the stock with strike X = $95 and maturing in two months. a. If there are no dividends, what are the prices of the call and put? b. If the stock will pay a dividend of $10 next month, what are the prices of the call and put with a strike price of $90