6. Bailey \& Bryant Co. stock is currently trading at $35 per share and has a volatility () of 25%. The continuously compounded risk free rate is 6%. a. What is the price of a European-style call option on Bailey \& Bryant Co. with 3 months until expiration and a strike price of $30 ? (1 point) b. What is the price of a European-style put option on Bailey \& Bryant Co. with 3 months until expiration and a strike price of $30 ? (1 point)