Calculate the price of a six-month call option written on a share of stock presently selling for $40 with an exercise price of $45. Assume further that the instantaneous standard deviation of the stocks rate of return is .4 and the risk-free rate is 3.6% per year, compounded continuously. What is the price of a call and a put option also written on the same stock having the same maturity and exercise price? What are the intrinsic and time values for the call and the put?