You are given the following information concerning options on a particular stock: Stock price = $68 Exercise price = $65 5% per year, compounded Risk-free rate continuously Maturity = 6 months Standard 39% per year deviation a. What is the intrinsic value of each option? (Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations.) 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 intrinsic value Put option intrinsic value b. Call option time value Put option time value