Compute the three-month (T = 1/4) forward price F of a stock currently trading at $40 when the risk-free rate for this period is r = 4%. Then, set the strike price K = F and calculate call and put values from the Black-Scholes model if the volatility is σ = 0.4, assuming the stock pays no dividends. What can you say about the call and put prices you just computed?