3. (20 points) Consider an option on a non-dividend-paying stock when the stock price is $30. the exercise price is $29, the risk free interest rate is 5%, the volatility is 25% per anum, and the time to maturity is 4 months (a) What is the price of the option if it is a European call? (b) What is the price of the option if it is an American call? (c) What is the price of the option if it is a European put? (d) Show that put-call parity holds