A stock is currently selling for $$63.$ There are puts and calls with a strike price of $$60,$ and maturity of $38$ days. The stock has a standard deviation of $61$ percent per year and the risk$-$free rate is $3\mathrm{.}2$ percent. What is the price of the put and call? What are the delta, eta, vega, gamma, and rho for each option?