I have this exercise about options: There is a bond that pays coupons of $ 5.00 every three months, currently the bond has a value of $ 49.00 and a volatility of 10%. The risk-free rate is 3% effective per year.

Determine the price of a put option with a strike price of $ 45 and expiration in 9 months.

Show how the PUT CALL parity formula should be in this case and determine with it the value of a call option.

Hope someone can help with this, thanks :)