Please write out A and B

3. The price of a non-dividend paying stock is $31 and the price of a three-month European call option on the stock with a strike price of 30 is $3. The risk free rate is 10% per annum (continuous). a) What is the price of a three month European put option with a strike price of $30? b) You observe the market price of the 30-strike put to be $2.25. What arbitrage opportunities are there? What profit do you make and when? Show all cash-flows in detail