Consider a European call option and a European put option on a non dividend paying stock. Both options matures in 6 months. The call option has a strike price of 80 kr and the put option has a strike price of 90 kr. Todays stock price is 100 kr and the continuously compounded interest rate is 10% for all maturities. What are the intrinsic values of the call option and the put option respectively? (Show how you calculate this please)