Microsoft stock is currently trading at $$24\mathrm{.}35.$ Consider call and put options with a strike

of $$25\mathrm{.}00$ expiring in $12$ trading days $(=0\mathrm{.}0476$ years$).$ Suppose that the volatility of

Microsoft stock is $40\%$ and that the interest rate is $3\%.$ What are the Black$-$Scholes

prices of the call and the put? What are the option deltas