Consider a non-dividend-paying stock with the current stock price of $32. Calculate the intrinsic value of the following options on the stock where time to maturity is six months: a)  An American call option with a strike price of $35 that sells for $1.70. b)  An American put option with a strike price of $45 that sells for $13. c)  A European put option with a strike price of $45 that sells for $12.07.