Microsoft stock is currently trading at $219.47. Consider a call option with a strike of $215 expiring in 2 months. Suppose that the volatility of Microsoft stock is 16% and that the interest rate is 2.60%. What is the Black-Scholes price of the call assuming no dividends will be paid in the next 2 months? \begin{tabular}{|} \hline 2.97 \\ $5.92 \\ \hline$5.80 \\ \hline$8.75 \end{tabular} Question 15 2.5 pts The SPDR S\&P 500 ETF Trust is currently trading at \$369. Consider a put option with a strike of $361 expiring in 4 months. Suppose the ETF's volatility of is 78%, the interest rate is 1%, and the dividend yield is 1.64%. What is the Black-Scholes price of the put? \begin{tabular}{|} $64.98 \\ $68.39 \\ $61.21 \\ $64.34 \end{tabular}