Consider the following information on European put and call options on a stock: call price, callE = $6.64; put price, putE = $2.75; strike price, K = $30; time to maturity, T = 219 days (hint: you will need to convert this to years); current stock price, S or S0 = $33.19; and the risk-free rate, r = 4%. Put-call parity shows the equivalence of a call-plus-bond portfolio (fiduciary call) and a put-plus-underlying portfolio (protective put). Illustrate put-call parity assuming the the stock price at expiration (ST ) is (i) $20; and (ii) $40.