Consider a European option on a non-dividend-paying stock when the stock price is \$30, the…

Consider a European option on a non-dividend-paying stock when the stock price is \$30, the exercise price is \$29, continuously compounded risk-free interest rate is 5%, volatility is 25% per annum, and time to maturity is 4 months (assume 4 months is equal to 120 days).
Find the value of a call option at the strike price of \$29 using the Black-Scholes option pricing model. Show all steps.
Find the value of a put option at the strike price of \$29 using the Black-Scholes option pricing model. Show all steps.
Show that put-call parity holds using the put and the call at the strike price of \$29. (you need to find the value of both sides of the put-call parity for this.)
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