The current price of a non-dividend stock is $75 and the risk-free interest rate with continuous compounding is 5% for all maturities. Consider options on this stock with a strike price of $80 that expire in 3 months.

The price of the European call should be less than [ Select ] ["$5", "$79", "$80", "$75"] .

The price of the American call should be less than [ Select ] ["$75", "$80", "$5", "$79"] .

The price of the European put should be less than [ Select ] ["$5", "$80", "$75", "$79"] .

The price of the American put should be less than [ Select ] ["$75", "$5", "$79", "$80"] .