8. Use the Black-Scholes formula to prove the following: (a) Consider a European call option and a European put option with the same strike price K on the same non-dividend paying stock. Write down the explicit price of these two options using the Black-Scholes formula and show that these two prices satisfy the Put-Call Parity. (b) Consider a European call option on a non-dividend-paying stock that is very deep in the money (that is, the current stock price is much much larger than the strike price K). Use the Black-Scholes formula to show that the value of such a call option is approximately equal to the value of a forward contract on the stock with delivery price K and maturity T