Suppose the current stock price is S = $41; a one-year European put option with a strike price of K = $40 costs p = $5; and the riskfree rate is 10% (so Ke-rt = $36.19). = What is the equilibrium value of a one-year European call on this stock (c) with the same exercise price, implied by put-call parity? What is the equilibrium value of a one-year American call on this stock (C) with the same exercise price, if there is no dividend paid during the next year