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Suppose the carrent value of a popular stock index is 649.00 and the dividend veld on the index $2.7%. Also, the vield curve is flat at a continucusiy campounded rate of 5.0%. a. If vou estimate the volatilty foctor for the index to be 1996 , wse the Black-5choles model to calculate the value of an index call option with an exerose price of 651 and an expirats date in exactly thee months, You mor use Appendix D to answer the qoestion. Do not iound intermediate calculations. Round your answer to the nearest cant. s b. If the octual makket price of this option is $22.00, calculate the implied volatility coelficient. Do not round intermediate calculations. Round your answer to fwo decimal places