Rebecca is interested in purchasing a European call on a hot new stock, Up$.$Inc. The call has a strike price of $$100$ and expires in $94$ days. The current price of Up$.$Inc stock is $$116\mathrm{.}09,$ and the stock has a standard deviation of $41\%$ per year. The risk$-$free interest rate is $6\mathrm{.}27\%$ per year. The stock pays no dividends. First, compute the price of the call using the Black$-$Scholes formula.Then, find the fair price of a put option on Up$.$Inc stock with the same strike price and expiration date.