4. Assume the volatility of a stock and the risk free interest rate is given by o = 0.3 and r = 8% respectively. (a) (5 points) If the current stock price and the exercise price are S = $100 and K = $120, respectively, compute the Black-Scholes European call price for 1/2 year to maturity. (b) (5 points) If S = 100 and K = 90, compute the Black-Scholes European put price for 1/1 year to maturity