A non – dividend – paying stock with a current price of $52, the strike price is $50, the risk free interest rate is 12% pa, the volatility is 30% pa, and the time to maturity is 3 months? a)...

A non – dividend – paying stock with a current price of $52, the strike price is $50, the risk free interest rate is 12% pa, the volatility is 30% pa, and the time to maturity is 3 months?

1. a) Calculate the price of a
   call option
   on this stock


2. b) What is the price of a
   put option
   price on this stock?


3. c) Is the
   put-call parity
   of these options hold?