A put option and a call option, both European-style, expire within three months and both have an exercise price of 25. Knowing that the risk-free rate is 4% per year, it is desired to determine, through put-call parity:

a. The price of the put option if the call option was worth 4 and the market price of the underlying asset was 22.50

b. The price of the call option if the put option takes a value of 5 and the price of the underlying asset is 20.