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2. - Consider a financial model, where one can buy or sell a forward contract, standard call option and standard put option on the same stock and with the same maturity of 1 -year. - Assume that both options have the same strike K=120 and their current prices are in fact equal: V0Put=10=V0Call. - Assume that the price of the stock at the maturity is equal to one of two possible values: 90 or 140 . We know that the model is arbitrage free. Calculate - F(10pts). - p~ (10 pts) - S0(15pts) - r (15 pts) HINT: Use the risk-neutral pricing formula for a binomial model, as well as put-call parity, to your advantage! Answer: 2. - Consider a financial model, where one can buy or sell a forward contract, standard call option and standard put option on the same stock and with the same maturity of 1 -year. - Assume that both options have the same strike K=120 and their current prices are in fact equal: V0Put=10=V0Call. - Assume that the price of the stock at the maturity is equal to one of two possible values: 90 or 140 . We know that the model is arbitrage free. Calculate - F(10pts). - p~ (10 pts) - S0(15pts) - r (15 pts) HINT: Use the risk-neutral pricing formula for a binomial model, as well as put-call parity, to your advantage