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3. ABM is currently trading at $70 and has a volatility value of 40%. The current risk-free rate of interest is 10% (based on continuous

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3. ABM is currently trading at $70 and has a volatility value of 40%. The current risk-free rate of interest is 10% (based on continuous compounding). a. Use the Black-Scholes model to determine the value of a European call option with a strike price of $75 that expires in 150 days? b. What is the value of a European put option with a strike price of $75 that expires in 150 days

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