The price of Newgen Corp. stock will be either $86 or $95 at the end of the year. Call options are available with one year to expiration. T-bills currently yield 7.10%. (Do not leave any empty spaces; input a O wherever it is required. Omit "$" sign in your response.) a. Suppose the current price of Newgen stock is $96. What is the value of the call option if the exercise price is $86 per share? (Round the final answer to 2 decimal places.) Call option value b. Suppose the exercise price is $101 in part (a). What is the value of the call option now? Call option value $ es