Additional Problem 2 Stock A does not pay dividends and has a price of $22. Stock B does not pay dividends and has a price of $26. Consider the following two options: Option 1: A European option gives its owner the right at expiration to give up a share of Stock B in exchange for a share of Stock A. Option 2: A European option gives its owner the right at expiration to give up a share of Stock A in exchange for a share of Stock B. Both Option 1 and Option 2 expire in 1 year. We form a portfolio which contains a long 1 unit of Option 1 and a short 1 unit of Option 2. Find the current value of this set of options. Additional Problem 2 Stock A does not pay dividends and has a price of $22. Stock B does not pay dividends and has a price of $26. Consider the following two options: Option 1: A European option gives its owner the right at expiration to give up a share of Stock B in exchange for a share of Stock A. Option 2: A European option gives its owner the right at expiration to give up a share of Stock A in exchange for a share of Stock B. Both Option 1 and Option 2 expire in 1 year. We form a portfolio which contains a long 1 unit of Option 1 and a short 1 unit of Option 2. Find the current value of this set of options