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A non-dividend-paying stock sells for $50. The continuously compounded interest rate is 8% per annum. There are 6-month European call and put options on the

A non-dividend-paying stock sells for $50. The continuously compounded interest rate is 8% per annum. There are 6-month European call and put options on the stock with a strike price of $52. The volatility of the stock price is 35%. Calculate the European call and put prices using the Black-Scholes model. What are the risk neutral probabilities of exercising the call and put on the expiration, respectively?

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