$17$ Using the information from the previous question, calculate the price of the put $($same expiry and strike$)$ using put$-$call parity.

$18$ Based on put call parity, write the equation for synthetic long call.

For example, a synthetic long stock would be written as: S$0=$ C$+$Xe$(-$r$*$t$)-$p

$19$ Based on put call parity, write the equation for synthetic long put.

For example, a synthetic long stock would be written as: S$0=$ C$+$Xe$(-$r$*$t$)-$p

$20$ Estimate the up$-$factor, used in the binomial option pricing model, for a six month option assuming annual volatility is $35\%$

$21$ Assume JPM is currently trading at $$145.$ A three month call option, stuck at $$140,$ is available for $$7\mathrm{.}25.$ What is the intrinsic value of this call option?