Problem $7(5$pt$)$

Consider European call and put options on a non$-$dividend paying stock with the same strike price $K=$$$68$ and maturity $T=6$ months. The stock price is $$70,$ the continuously compounded risk$-$free rate for all maturities is $5\mathrm{.}0\%,$ and the $($annualized$)$ volatility is $25\%.$ Assume that the stock price follows the Black$-$Scholes model.

$($i$)$ What are the prices of the call and put options, following from the Black$-$Scholes formula?

$2$

$($ii$)$ What $($if anything$)$ can be said about the price of an American call option with the same strike and maturity as the European call option?

Report the prices with $3$ decimal place digits.