Kindly solve appropriately. Thank you

The Ornstein-Uhlenbeck process is the solution to the equation al, = - yX,d + odB, where y and o are positive parameters. Derive the solution for X. [8] Consider a call option c and a put option p, written on a non-dividend paying stock S,. (i) Prove the put-call parity relationship by constructing two portfolios that produce the same value al maturity. [4] A stock market includes four options set out below. All the options are for a term of 10 years and relate to a single non-dividend paying stock, currently priced at $5. The continuously compounded risk-free rate is 1% per annum. Type Strike price Option price Option A European Call $0.32 Option B European Put Option C European Put $10 Option D American Put $10 (ii) Calculate the price of Option B. [2] (iii) Determine lower and upper bounds for the price of option C. [2] (iv) Determine lower and upper bounds for the price of option D. [2] [Total 10]