A stock currently trades at $40. The continuously compounded risk-free rate of interest is 7%, and the volatility of the stock return is 35%. Use the Black-Scholes formula to compute each of the following (round each answer to the nearest penny). a) The price of a 0.25-year European call option, struck at $45. Price = $ . ------------------- b) The price of a 0.25-year European put option, struck at $45. Price = $ .----------------------