The value of the assets owned by ABC follows a lognormal distribution. The current firm value is $100. The firm is about to issue a zero-coupon bond with a face value of $60. The volatility of the firms assets is 30% annualized, and the continuously-compounded risk-free rate equals 10% per annum. (a) If the bond has a maturity of 1 year, what are the current prices of ABC bond and of a default-free bond with the same characteristics? (b) If the value of the assets of ABC would increase by $0.5 over the next second, by how much would the value of the bond change approximately?