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$.,32\mathrm{.}16.)$

Today's stock price $=$ $$91$

Exercise price $=$ $$90$

Risk$-$free rate $=4\mathrm{.}1\%$ per year, compounded continuously

Option maturity $=4$ months

Standard deviation of annual stock returns $=52\%$ per year call price $=$ put price $=$