Question 5) Suppose the stock price of a company is 40 $ and the exercise price of option is 45 $ maturing in 4 months. The continuously compounded risk-free rate is 3% per year. The volatility of the stock return is 40% per year. (a) By using the Black-Scholes formula, calculate the call price of the option. (20 p.) 4 (b) By using the put call parity formula, calculate the put price of the option. (10 p.)