A derivatives trader is determining the bounds for prices of several options on a stock. The current share price of the stock is USD 100.00, and the continuously compounded risk-free rate is 12% per year. What are the upper bounds for the prices of a 3-month European-style call option, American-style call option, European-style put option, and American-style put option, respectively, if the strike price for each option is USD 90.00?