Consider a stock with a volatility of 20%. The current price of the stock is $62 and the stock pays no dividends. The interest rate is 10% per annum continuously compounded. Consider now a special 5-month option on the stock with an exercise price of $60. This option can be declared, after exactly 3 months, by the purchaser to be either a European call or a European put. How do you propose to find the value of this option?