Suppose that a stock is currently selling at $80 and that the risk-free continuously compounded annual rate is 0.03. a What is the price of a call option on this stock with an expiration date of T = 1 (time in years) and with an exercise price of $85? Assume that the volatility of annual log-returns is sigma = 0.25. b What is the price of a put option on the same stock with the same exercise price and expiration date as the call? c If, one quarter from now, the stock price is $82 and the interest rate and the volatility are unchanged, what is the price of the call