Question 2. (a) Use the Black-Scholes formula to find the current price of a European call option on a stock paying no income with strike 60 and maturity 18 months from now. Assume the current stock price is 50, the lognormal volatility of the stock is o = 20%, and the constant continuously compounded interest rate is r = 10%. (b) Repeat part (a) for a European put with strike 60 and maturity 18 months from now