We consider a Black-Scholes model for the price (X)120 of a risky asset, with continuous interest rate r = 0.04 per year, expected return = 0.05 per year, volatility = 0.3 year-1/2, and we take Xo = 100 Gils. We look at a vertical spread with calls: it is a portfolio which is long a European call with strike K and short European call with strike K, both with the same maturity T. Compute the price today of such a contract with maturity T = 1 year, K = 95 Gils and K2 = 105 Gils. Give your answer(s) with 2 decimal digits. Vo = We consider a Black-Scholes model for the price (X)120 of a risky asset, with continuous interest rate r = 0.04 per year, expected return = 0.05 per year, volatility = 0.3 year-1/2, and we take Xo = 100 Gils. We look at a vertical spread with calls: it is a portfolio which is long a European call with strike K and short European call with strike K, both with the same maturity T. Compute the price today of such a contract with maturity T = 1 year, K = 95 Gils and K2 = 105 Gils. Give your answer(s) with 2 decimal digits. Vo =