Consider a stock priced at $30 with a standard deviation of returns equal to .3. The risk-free rate is 05. There are put and call options available at exercise prices of 30 and a time to expiration of 180 days. The calls are priced at $3.89 and the puts cost $3.15. There are no dividends on the stock and the options are European. Assume that all transactions consist of 100 shares or one contract. Use this information in the following 3 questions. 14. What is your profit if you buy a call, hold it to expiration, and the stock price at expiration is $37? (4 points) 15. What is the breakeven stock price at expiration on the transaction described in problem 14? (4 points)