Problem 2 * Intro The current price of a non-dividend-paying stock is $637 and the annual standard deviation of the rate of return on the stock is 30%. A European call option on the stock has a strike price of $690 and expires in 0.5 years. The risk-free rate is 5% (continuously compounded). Part 1 VB Attempt 1/8 for 10 pts. What should be the price (premium) of the call option? 0+ decimals Submit Problem 5 Intro The current price of a non-dividend-paying stock is $275 and the annual standard deviation of the rate of return on the stock is 49%. A European put option on the stock has a strike price of $240 and expires in 0.75 years. The risk-free rate is 3% (continuously compounded) Part 1 UB-Attempt 1/8 for 10 pts. What should be the price (premium) of the put option? 0+ decimals Submit