What is the value of a put and a call option on interest rate given the following information if

Notional amount 2500000 USD

Strike rate on 90-day Libor is 3 %

Both options mature in 6 months

At time 0:

90-day Labor: 2.7

180-day Libor: 2.9

270 day Libor: 3.05%

360-day Libor: 3.1%

In 180 days:

90-day Labor: 2.8

180-day Libor: 2.95

270 day Libor: 3.05%

360-day Libor: 3.15%

Historical : 7%

Implied volatility: 7.5%