Please help with this question

Consider an option on a non-dividend-paying stock when the stock price is $45, the exercise price is $40, the risk-free interest rate is 10% per annum, the volatility is 30% per annum, and the time to maturity is six months. a. What is the price of the option if it is a European call? b. What is the price of the option if it is a European put? c. Verify that put-call parity holds