A private investigator discovers during an investigation that their client is engaged in illegal activities directly related to the subject of the investigation. What is the most ethical and professional course of action?

1. Withdraw from the case immediately, ensuring all confidential information is protected, and consider reporting if required by law.
2. Continue the investigation to gather more evidence on the client's illegal activities.
3. Inform the client that their activities are illegal and offer advice on how to avoid detection.
4. Report the client's illegal activities to law enforcement immediately without withdrawing from the case.