A hedge fund analyst tasked with evaluating financial derivatives is examining an American-style call option and an American-style put option. Both options have a three-month expiration date and pertain to a stock that currently has a market value of USD 40. The stock does not pay dividends. Each option has a strike price set at USD 35, and the prevailing risk-free rate is 1.5%. The analyst needs to determine the minimum and maximum possible differences in the prices of these call and put options.