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Calculate the prices of a call option and a put option which have the following characteristics. (HINT: Use the Black Scholest) (Do not round Intermediate

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Calculate the prices of a call option and a put option which have the following characteristics. (HINT: Use the Black Scholest) (Do not round Intermediate calculations and round your final answers to 2 decimal places, e.g. 32.16.) Today's stock $87 price Exercise price = $85 Risk free rate 3.9% per year, compounded continuously Option maturity - 4 months Standard deviation of annual stock 54% per year returns Coil price Put price

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