Suppose Krusty Krab stock is selling for $41 per share. Puts and calls with an exercise price of $40 are available on Krusty Krab. The risk risk-free rate is 8%. The time to maturity of the puts and calls is 6 months (i.e., t=.50 ). The volatility of Krusty Krab's stock returns is 30% (i.e., =.30 ). Use the Black-Scholes equation to determine the price of the call. $19.54 $4.79$2.22$41.00 $4.36 (Same data as previous question) Suppose Krusty Krab stock is selling for $41 per share. Puts and calls with an exercise price of $40 are available on Krusty Krab. The risk risk-free rate is 8%. The time to maturity of the puts and calls is 6 months (i.e., t=.50 ). The volatility of Krusty Krab's stock returns is 30% (i.e., =.30 ). Use the Black-Scholes equation to determine the price of the put. $4.38 $2.22$4.79 $3.29 $2.57