Question. $11\mathrm{.}21$ The price of an American call on a non$-$dividend$-$paying stock is $$5.$ The stock price is $$25,$ the strike price is $$20,$ and the expiration date is in $5$ months. The risk$-$free interest rate is $10\%.$ Derive upper and lower bounds for the price of an American put on the same stock with the same strike price and expiration date