3. Given a stock (S(t)) that follows GBM, with parameters = .2, = .1, and S(0)43.12, find the value of a European call and put option with strike K = 43 and maturity in six months in a market with risk-free interest rate r = .05 given: (a) t=0 (b) t = .25, given S(t) = S(0) For both of the times above, confirm the put-call parity