You are given the following information concerning options on a particular stock: Stock price = $64 Exercise price = $60 2% per year, compounded Risk-free rate = continuously Maturity = 6 months Standard :57% per year deviation = a. What is the intrinsic value of each option? (Leave no cells blank - be certain to enter "O" wherever ed.) 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.) Intrinsic Value a. Call option intrinsic value a. Put option intrinsic value b. Call option time value b. Put option time value