Consider a stock with a volatility of its logarithm of =0.1. The current price of the stock is $43 and it pays no dividends. Find the option prices on this stock that has an expiration date 4 months from now and a strike price of $45. The current interest rate is 15% compounded monthly. (Write the answers with two decimal places. X.yz) European call option premium = $ European put option premium = $ American call option premium = $ American put option premium = $