Help please

I. A stock currently sells for $45. The exercise price on a call option with 9 months uni expiration is $50 If the risk-free rate is 30% and the stock has an assumed volatility of 03, what is the price of the call option? b. Which of the following would increase the value of that call option? I. Changing the expiration date to 12 months from now 2. Changing the exercise price to $60 3. Changing the assumed volatility to 0.25 4, changing the risk-free rate to 40% Use the put-call parity relationship to find the price of a put with the same characteristics as the call in question d. Why should you not be surprised that it is worth so much more