The stock of Peloton Interactive Inc currently sells for $72 and has an annual standard deviation of 35 percent. The risk-free rate is 4.8 percent. The strike price of Peloton is $75 and it has 100 days to expiration. The value of a Peloton call option and is ___A___ and put option is ____B____.

a.

A: 4.38 B: 6.40

b.

A: 7.53 B: 3.59

c.

A: 8.75 B: 2.50

d.

A: 0.04 B: 2.06

e.

A: 71.72 B: 0.34