(b) Show that if c and p are prices of European call and put option on non-dividend paying stock, then their I's are equal to N'di) T SOTLE where S, is the stock price, K is the strike price for the option with time to expiration equal to 7-tris the risk-free interest rate for maturity T with continuous compounding and o is the expected volatility of stock prices over time T. (3 marks) (b) Show that if c and p are prices of European call and put option on non-dividend paying stock, then their I's are equal to N'di) T SOTLE where S, is the stock price, K is the strike price for the option with time to expiration equal to 7-tris the risk-free interest rate for maturity T with continuous compounding and o is the expected volatility of stock prices over time T