Use the Black$$Scholes formula to value the following options:

A call option written on a stock selling for $$80$ per share with a $$80$ exercise price. The stock's standard deviation is $6\%$ per month. The option matures in three months. The risk$-$free interest rate is $1\mathrm{.}00\%$ per month.

A put option written on the same stock at the same time, with the same exercise price and expiration date.