Ihe price today of a European call option that matures in six months and has a strike price of $50 is $4. The underlying stock price today is $51 and a dividend of $1 is expected in three months. The continuously compounded risk free rate of interest is 4% per annum. a) What should be the price today of a European put option which matures in six months and has a strike price of $50? b) Using put-call parity and the same inputs as above for the stock price, the risk free rate cof interest and the dividend payment, derive today's price difference between a put and a call on the stock, when both options mature in six months, are European, and have a strike price of $55