Hello, could you help me to resolve this exercice please ? It's on the screen

a) Company A is expected to distribute a dividend of 3 per share in two months. Calculate the price of a six-month European call option on Company A's stock with a strike price of 20 when the current stock price is 20, the risk-free interest rate is flat (the same for all maturities) at 2% per annum, and the volatility is 40% per annum, b) Using the put-call parity, calculate the price of a six-month European put option on the same stock and with the same strike price