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	=	$86
Exercise price	=	$85
Risk-free rate	=	5% per year, compounded continuously
Option maturity	=	4 months
Standard deviation of annual stock returns	=	62% per y

You are given the following information on some company's stock, as well as the riskfree 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 =$86 Exercise price =$85 Risk-free rate =5%peryear,compoundedcontinuously Option maturity =4 months Standard deviation of annual stock =62% per year returns