2. With the same data as above and assuming the interest rate is 3% per annum, calculate the prices of the following options using the Black-Scholes model (one option contract is always written on 100 shares of stock): (a) A call option with the strike of $60 and one year to expiration. (b) A binary call option that pays ten dollars per share at expiration in one year if the stock is above $60. (c) A put option with the strike of $40 and one year to expiration. (d) A binary put option that pays ten dollars per share at expiration in one year if the stock is below $40.