Consider European options written on the same stock paying no dividends. Let c(K, T ) and p(K, T ) denote the option prices of a call and a put with strike price K and maturity date T , respectively. You are given the following prices for call and put options:

c(20, 1) = 10, c(30, 3) = 8.4, c(40, 2) = 5

p(20, 1) = 3, p(40, 2) = 12.4.

Calculate p(30, 3).