The time-0 price of XYZ stock is S (O) = $72. We are given European options on XYZ stock, all with strike price K = $75. The expiration time (\"time T') is 180 days from now. The stock is not expected to pay dividends during this period. The interest rate is 5% p.a., continuously compounded. Thus 5" = .05. (A 365-day year is assumed.) For a period of 180 days, the present value of $1 is (a) (b) (e) ((1) 3(0, T] = ............ Before we use the Black-Scholes model (which requires certain assumptions), we can narrow down where the call price should be and where the put price should be: ...............