13.

Stock A, which is currently 70 won, is based on the underlying asset, and the exercise price is 110 won, and the current premium for the put option, which has a maturity of one year, is 20 won.

Let's say the risk-free interest rate was 10% per year (interest rate under the compounding system once a year).

At this time, what is the size of the profit that can be obtained by implementing the arbitrage strategy?

14.

Stock A, which is currently 90 won, is based on the underlying asset, and the exercise price is 110 won, the current premium for the one-year maturity call option is 20 won, and the premium for the put option is 40 won.

When the risk-free interest rate is 10% per year (under the compounding system once a year), what is the amount of profit that can be obtained by implementing an arbitrage strategy?

16.

Consider a bond with a face value of 10,000,000 won, a face interest rate of 10%, and a maturity of three years.

Interest is paid at the end of each year, and the maturity yield of the bond is 9% per compounded annually.

What if I get the duration of this bond?

(Please mark up to the second decimal place)

17.

10,500 of call option exercise price premium is 453.

Option maturity, the current share price has fallen from 10,000 won is six months.

If he finds a time value of this call option?