Go to www.numa.com and look under the section titled “Options” and follow the calculator link. You purchased a call option for $10.50 that matures in 51 days. The strike price is $100, and the underlying stock has a price of $102. If the risk-free rate is 4.8 percent, compounded continuously, what is the implied return standard deviation of the stock? Using this implied standard deviation, what is the price of a put option with the same characteristics?