Use the Black-Scholes formula to value the following options: a. A call option written on a stock selling for $69 per share with a $69 exercise price. The stock's standard deviation is 7% per month. The option matures in three months. The risk-free interest rate is 2.00% per month. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Call value b. A put option written on the same stock at the same time, with the same exercise price and expiration date. (Do not round intermediate calculations. Round your answer to 2 decimal places.)