A stock currently trades at $42. The continuously compounded risk-free rate of interest is 11%, and the volatility of the stock return is 27%. Use the Black-Scholes formula to compute each of the following (round each answer to the nearest penny). [Note: Use software to compute the values of the normal CDF, not the table.] a) The price of a 0.25-year European call option, struck at $35. Price = $ .b) The price of a 0.25-year European put option, struck at $35. Price = $