(f) Assuming the Black-Scholes framework, then you are given the followings: The current price of the stock is $110. The stock does not pay any dividend. The annual risk-free interest rate is 5%, compounded continuously. The volatility of the stock is 25%. Suppose there is a compound call option that gives the right to pay $7 in six months to buy a put option on the stock. The underlying put option on the stock has a strike price of $140 and will expire one year from now. Given the current value of the compound call is $20.42, determine the price of the compound put option that gives the right to sell a put option on the stock for $7 in six months. (6 marks) (f) Assuming the Black-Scholes framework, then you are given the followings: The current price of the stock is $110. The stock does not pay any dividend. The annual risk-free interest rate is 5%, compounded continuously. The volatility of the stock is 25%. Suppose there is a compound call option that gives the right to pay $7 in six months to buy a put option on the stock. The underlying put option on the stock has a strike price of $140 and will expire one year from now. Given the current value of the compound call is $20.42, determine the price of the compound put option that gives the right to sell a put option on the stock for $7 in six months. (6 marks)