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., 32.16.)

Today's stock price = $93

Exercise price = $90

Risk-free rate = 4.2% per year, compounded continuously

Option maturity = 4 months

Standard deviation of annual stock returns = 51% per year