The current price of a nondividend-paying stock is 60 and the continuously compounded risk-free interest rate is 6%.

Actuary A writes a 1-year 70-strike call option whose price is 1.50. Actuary B enters into a 1-year synthetic long forward which permits him to buy the stock for 65 in one year.

It is known that Actuary B’s profit from his synthetic long forward is twice as large as

Actuary A’s profit from his written call option.

Determine all possible 1-year price(s) of the stock.