A non-dividend-paying stock currently sells for 30 what is, Financial Management

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A non-dividend-paying stock currently sells for 30 what is

A non-dividend-paying stock currently sells for $30. An European option underlying the stock has an exercise price of $29. The risk-free interest rate is 5%, the volatility is 30%, and the time to maturity is three months.

A. What is the price of the option if it is a call?

B. What is the price of the option if it is a put?

C. Verify that the Black-Scholes-Merton model of option prices satisfy put-call parity.

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