Consider a call option with an exercise rate of x on an interest rate, which we shall denote as simply L. The underlying rate is an m-day rate and pays off based on 360 days in a year. Now consider a put option on a $1 face value zero coupon bond that pays interest in the add-on manner (as in Eurodollars) based on the rate L. The exercise rate is X. Show that the interest rate call option with a notional amount of $1 provides the same payoffs as the interest rate put option if the notional amount on the put is $ 1 [1 + x(m/360)] and its exercise price, X, is $1/[1 4- x(m/360)]. If these two options have the same payoffs, what does that tell us about how to price the options?