We have a 4-month option on a non-dividend paying stock when the stock price is 90$, the strike price is 92$, the risk-free rate of interest is 4% per annum, and the volatility is 30% per annum. (a) Find the price of the call option. (b) Find the price of the put option. (c) Prove that the Black-Scholes formula satisfy the put-call parity and evaluate it