I am interested in part b please

Question 4: (10 marks) Consider a forward contract, a call option and a put option on a stock with strike price K which all expire in time T from now. Let the current price of the stock be S. Let the interest rate be R and assume continuous compounding. a) Using a two-period model, show that: (5 marks) Price of forward contract =SeRTK b) Using part a) or otherwise, show that: (5 marks) Price of Call Price of Put =SeRTK Question 4: (10 marks) Consider a forward contract, a call option and a put option on a stock with strike price K which all expire in time T from now. Let the current price of the stock be S. Let the interest rate be R and assume continuous compounding. a) Using a two-period model, show that: (5 marks) Price of forward contract =SeRTK b) Using part a) or otherwise, show that: (5 marks) Price of Call Price of Put =SeRTK