What are the prices of a call option and a put option with the following characteristics?(Do...

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Finance

What are the prices of a call option and a put option with thefollowing characteristics?(Do not round intermediatecalculations and round your final answers to 2 decimal places(e.g., 32.16).)
Stock price = $85
Exercise price = $80
Risk-free rate = 3.8% per year, compounded continuously
Maturity = 5 months
Standard deviation = 55% per year
Call price $
Put price $

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What are the prices of a call option and a put option with thefollowing characteristics?(Do not round intermediatecalculations and round your final answers to 2 decimal places(e.g., 32.16).)Stock price=$85Exercise price=$80Risk-free rate=3.8% per year, compounded continuouslyMaturity=5 monthsStandard deviation=55% per year Call price$ Put price$

Stock price	=	$85
Exercise price	=	$80
Risk-free rate	=	3.8% per year, compounded continuously
Maturity	=	5 months
Standard deviation	=	55% per year