A stock price is currently $$10.$

$$Over each of the next two three$-$month periods it is expected to go up by $10$percent or down by $10$percent$.$

The risk$-$free interest rate is $6\mathrm{.}184$percent per annum,

the interest rate is a simple interest rate$($use continuous compounding to get proper rf$).$

The strike price is $$10.$ Calculate the call option price and the put option price.