Suppose that observations on a stock price (in dollars) at the end of each of 10 consecutive weeks are as follows: 30, 33, 31, 28, 27, 32, 35, 38, 42, 36 Estimate the continuously compounded log-return volatility per annum. (* Use Excel to find the answer.) The price of a non-dividend-paying stock is $100, and its log-return volatility is 40% per annum. What is the Black-Scholes price of a European call option written on the stock with the time to maturity of three months and the strike price of $100? The risk-free interest rate is 8% per annum with continuous compounding. (*Use Excel to find the answer.)