Question 3 Use the Black-Sholes formula to find the value of the following call option on the stock: \begin{tabular}{|l|r|} \hline Time to Expiration: & 199 Days \\ \hline Standard Deviation: & 30% per year \\ \hline Exercise Price: & $49 \\ \hline Stock Price: & $50 \\ \hline Interest Rate: & 7% \\ \hline Dividend: & $2 \\ \hline \end{tabular} Question 4 What is the value of the put option with the same condition