please assist me to get correct solutions for this question

Let c be the price of a four- month European call option on a dividend paying share. Assume the strike price is $30, the underlying is currently valued at $28 and a dividend of $0.50 is expected in 2 months. The continuously compounded risk-free rate is constant and equal to 5% p.a. (i) Derive upper and lower bounds on the price c of this call option, taking into account the dividend. [5] The price of a put option with the same underlying, the same strike price and the same maturity is $3. (ii) Calculate the price c of the call option exactly. [5] [Total 10] Let X be a random variable denoting the rate of return on the fund ABC. The distribution of X is N(H, S' ). () Define VaR,, (X) with ae [0, 1]. [1] (ii) Show that: Vak = -(H+OD ' (@)) where U denotes the cumulative Normal distribution function. (Hint: Consider the probability that )' is less than Vale ). [4] (iii) Derive an expression for TailVaR,, (X ) given that: TailVeR, -LE(XIX