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	=	$76
Exercise price	=	$75
Risk-free rate	=	4.5% per year, compounded continuously
Option maturity	=	4 months
Standard deviation of annual stock returns	=	63% per year

call price -

put price -