Consider a call and put option on EDF stock that each expire in three months time. The put option currently has a price of $3.1256, whereas the call option is currently priced at $1.2005. If the continuously compounded risk-free interest rate is 1% per annum, and each option has a strike price of $30, then what is the current price of EDF stock? Assume that no arbitrage opportunities are available.

Also,

Consider the fair value of a put option according to the Black-Scholes option-pricing model. An increase in which of the following parameters will cause the value of the put option to decrease?