May anyone help me, and explain how we got "2.41 and 3"

Problem 10.16. The price of an American call on a non-dividend-paying stock is $4. The stock price is $31, the strike price is $30, and the expiration date is in three months. The risk-free interest rate is 8%. Derive upper and lower bounds for the price of an American put on the same stock with the same strike price and expiration date. From equation (10.7) S -KSC-PSS, -Ke-T In this case 31-30