Problem $13\mathrm{.}26$: Consider an option on a non$-$dividend$-$paying stock when the stock price is $$39,$ the strike price is $$29,$ the risk$-$free interest rate is $5\%$ per annum, the volatility is $25\%$ per annum, and the time to maturity is four months.

$($a$)$ What is the price of the option if it is a European call?

$($b$)$ What is the price of the option if it is an American call?

$($c$)$ What is the price of the option if it is a European put?

$($d$)$ Verify that put$-$call parity hold.