You are given the following information on some company's stock, as well as the risk$-$

free asset. Use it to calculate the price of the call option written on that stock, as well as

the price of the put option. $($HINT: You should use the Black$-$Scholes formula!$)($Do not

round intermediate calculations and round your final answers to $2$ decimal places,

e$.$g$.,32\mathrm{.}16.)$

Today's stock

price $=$$$74$

Exercise price $=$$$70$

Risk$-$free rate $=4\mathrm{.}4\%$ per year, compounded

Option maturity $=4$ months

Standard deviation of annual stock $=62\%$ per year

returns