(16 points) Given the following inputs, please roughly draw the price curve of both a European call and a European put as a function of the underlying stock price on the same graph assuming all Black and Scholes assumptions hold. Please also draw the lower bound and higher bound of the price of the options. Both the call and the put will mature in one month, the risk-free rate r=1.8%, the return volatility of the stock =20%, and the strike price K=40. (The value of pi ==3.141592654.)