Please help with both questions:

11-12. Suppose Krusty Krab stock is selling for $41 per share. Puts and calls with an exercise price of $50 are available on Krusty Krab. The risk risk-free rate is 8%. The time to maturity of the puts and calls is 3 months (i.e., t=.25 ). The volatility of Krusty Krab's stock returns is 30% (i.e., =.30 ). Use the Black-Scholes equation to determine the prices of the call and put. 13-14. Suppose Krusty Krab stock is selling for $41 per share. Puts and calls with an exercise price of $40 are available on Krusty Krab. The risk risk-free rate is 8%. The time to maturity of the puts and calls is 3 months (i.e., t=.25 ). The volatility of Krusty Krab's stock returns is 40% (i.e., =.40 ). Use the Black-Scholes equation to determine the prices of the call and put