hi could you please help solve the question 6.6

I have attched the 6.1 as well

thanks

Exercise 6.6 In Example 6.1b, suppose one also has the option of pur- chasing a put option that allows its holder to put the stock for sale at the end of one period for a price of 150. Determine the value of P, the cost of the put, if there is to be no arbitrage; then show that the resulting call and put prices satisfy the put-call option parity formula (Proposition 5.2.2). Exercise 6.1 Consider an experiment with three possible outcomes and odds as follows. Outcome Odds 1 1 2 5 Is there a betting scheme that results in a sure win? Exercise 6.6 In Example 6.1b, suppose one also has the option of pur- chasing a put option that allows its holder to put the stock for sale at the end of one period for a price of 150. Determine the value of P, the cost of the put, if there is to be no arbitrage; then show that the resulting call and put prices satisfy the put-call option parity formula (Proposition 5.2.2). Exercise 6.1 Consider an experiment with three possible outcomes and odds as follows. Outcome Odds 1 1 2 5 Is there a betting scheme that results in a sure win