Special Motors Corporations stock price is $59, the strike (exercise) price is $60, the maturity is forty-four days, the implied volatility is 30% per annum and the risk-free rate is 3.3% per annum.

(a) Using the Black-Scholes model, find the price of a call option.

(b) Using the Black-Scholes model, determine the price of a put option.

(c) Verify whether the option prices obtained satisfy put-call parity.