Question 3. You are given: (1) The price of the stock follows the Black-Scholes framework; (ii) The stock's initial price is 40; (11) The stock pays continuously compounded dividend rate of 0.02: (iv) The continuously compounded risk-free rate is 0.06; (1) The stock's anmal volatility is 15%; a. Calculate the price of the 6-month European call option with strike price of 45; b. Calculate the volatility of the call option Question 3. You are given: (1) The price of the stock follows the Black-Scholes framework; (ii) The stock's initial price is 40; (11) The stock pays continuously compounded dividend rate of 0.02: (iv) The continuously compounded risk-free rate is 0.06; (1) The stock's anmal volatility is 15%; a. Calculate the price of the 6-month European call option with strike price of 45; b. Calculate the volatility of the call option