please answer both questions. upvote and good feedback will be given for trying and helping.

1. A stock price is currently $39. It is known that at the end of one month it will be either $42 or $38. The risk-free interest rate is 8% per annum with continuous compounding. What is the value of a one-month European call option with a strike price of $39? A. 0.35 B. 0.94 C. 0.52 D. 0.99 E. 1.35 E. 1.35 2. A stock price is currently $39. It is known that at the end of one month it will be either $42 or $38. The risk-free interest rate is 10% per annum with continuous compounding. What is the value of a one-month European call option with a strike price of $39? a A. 0.94 B. 1.96 C. 0.52 D. 0.99 E. 1.74