Two European call options have the same underlying asset and have premiums $2.132 and $1.527, with strike prices $34.50 and $37.00, respectively. Both calls will expire in six months. The continuously compounding interest rate is r = 4.7% pa and the underlying asset is currently trading at $29.00 . (a) Explain why the two calls have different premiums. (b) Calculate the implied yearly volatility for both calls to four significant figures