Question: Construct a synthetic security to mimic the following call option. What is the cost of constructing this synthetic security (call option)? Stock price: $200 Exercise

Construct a synthetic security to mimic the following call
option. What is the cost of constructing this synthetic security
(call option)?
Stock price: $200
Exercise (Strike) price: $200
The stock price will either rise to $300 or fall to $125 at the end
of one year.
Risk free rate: 2% annual
Option life: I year
What is the value of the put option, given the above call option value?

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