You are given the following information concerning options on a particular stock: StockpriceExercisepriceRisk-freerateMaturityStandarddeviation=$64=$60=2%peryear,compoundedcontinuously=6months=57%peryear=5 a. What is the intrinsic value of each option? (Leave no cells blank - be certain to enter " 0 " wherever required.) b. What is the time value of each option? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) A call option matures in six months. The underlying stock price is $75, and the stock's return has a standard deviation of 20 percent per year. The risk-free rate is 4 percent per year, compounded continuously. If the exercise price is $0, what is the price of the call option? Sunburn Sunscreen has a zero coupon bond issue outstanding with a $10,000 face value that matures in one year. The current market value of the firm's assets is $10,900. The standard deviation of the return on the firm's assets is 31 percent per year, and the annual risk-free rate is 6 percent per year, compounded continuously. Based on the Black-Scholes model, what is the market value of the firm's equity and debt? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.)