\begin{tabular}{l|l} Calculate the prices of 12 month European call and put options using the \\ Black-Scholes pricing formula, given that the current market price of the \\ underlying asset is $40.82, the risk-free continuously compounded interest \\ rate is 7% per annum, and the volatility (standard deviation) of the price of \\ the underlying asset is 27% per annum. You may find this table useful. & interpolate values from does not normal cumulative distribution. For this particular question, when looking \\ a) Calculate the option price for a call and a put if the strike price is $46.13. \\ Give all answers in dollars and cents to the nearest cent. \\ Price of a call option =$ \end{tabular} Price of a put option =$ b) Calculate the option price for a call and a put if the strike price is $47.54. Give all answers in dollars and cents to the nearest cent. Price of a call option =$ Price of a put option =$