Assume the following data: Stock price =$80; Exercise price =$70; Risk-free rate = 5% per year; Continuously compounded variance =0.16; Expiration = three months. Calculate the value of a European call option. (Use the Black-Scholes formula.) $9.63 $19.13 $12.88 $7.35 Continued from the question above, what is the put price? $3.28 $4.64 $2.00 $5.00 Assume the following data: Stock price =$80; Exercise price =$70; Risk-free rate = 5% per year; Continuously compounded variance =0.16; Expiration = three months. Calculate the value of a European call option. (Use the Black-Scholes formula.) $9.63 $19.13 $12.88 $7.35 Continued from the question above, what is the put price? $3.28 $4.64 $2.00 $5.00