Question: I have already completed part A and it is correct. I need help completing part B. Problem 22-15 Time Value of Options You are given

I have already completed part A and it is correct. I

I have already completed part A and it is correct. I need help completing part B.

Problem 22-15 Time Value of Options You are given the following information concerning options on a particular stock: Stock price $66 Exercise price $60 Risk-free rate-3% per year, compounded continuously Maturity 3 months Standard deviation-41% per year a. What is the intrinsic value of each option? (Leave no cells blank-be certain to enter "O" wherever required. Do not round intermediate calculations.) Value Call option Put option 6 b. What is the time value of each option? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Value Call option Put option

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