Let $C(K,T)$ and $P(K,T)$ be the option prices $($i$.$e$.$ the premiums$)$ of European call and

put options with strike $K$ in $T$ years expiration respectively, $r>0$ is the continuously

compounded interest rate and $S_0$ is the current stock price.

Which of the following is $($are$)$ correct? Give your justifications.

$($a$)0P(85,T)-P(80,T)5e^{-rT}.$

$($b$)75e^{-rT}P(75,T)-C(80,T)+S_{0}80e^{-rT}.$

$($c$)80e^{-rT}P(75,T)-C(80,T)+S_{0}80.$