Problem 3.2. A non-dividend-paying stock is trading at 72 and has volatility of 30% per annum. Consider an option on the stock with strike price $75 and maturity six months. Thr risk-free rate is 2% per annum (continuously compounded). (a) What is the price of the option if it is a European call? (6) What is the price of the option if it is a European put? (c) What is the price of the option if it is an American call