Consider a stock with a volatility of its logarithm of -0.1. The current price of the stock is $88 and it pays no dividends. Find the option prices on this stock that has an expiration date 5 months from now and a strike price of $90. 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 = $