Consider the price of options on a non-dividend paying share, S. All the options we consider here mature in six-month time and bear the same strike price, X = 21. The current spot price of the underlying share is So = 20 and the risk-free interest rate is 6% per annum. The European call option price is 2. (a) Determine the price of a European put option. (b) Deduce the price for an American call option. (c) Calculate the price range of an American put option. (d) If a dividend of 0.50 is issued 3 months before the expiry date, calculate the price of a European put option of the asset. Consider the price of options on a non-dividend paying share, S. All the options we consider here mature in six-month time and bear the same strike price, X = 21. The current spot price of the underlying share is So = 20 and the risk-free interest rate is 6% per annum. The European call option price is 2. (a) Determine the price of a European put option. (b) Deduce the price for an American call option. (c) Calculate the price range of an American put option. (d) If a dividend of 0.50 is issued 3 months before the expiry date, calculate the price of a European put option of the asset