Question: NEED HELP You create a box spread using a bull spread and a bear spread. The bull spread is made of calls with strike prices

NEED HELP You create a box spread using a bull spread and NEED HELP

You create a box spread using a bull spread and a bear spread. The bull spread is made of calls with strike prices of $28 and $35. The bear spread is made of put with the same strike prices. The time to maturity of these options is 3 months. If the interest rate is 6% continuously compounded, what is the cost of creating the box spread? A. $5.40 B. $6.90 C. $7.30 D. $8.10 E. $9.00 You create a box spread using a bull spread and a bear spread. The bull spread is made of calls with strike prices of $28 and $35. The bear spread is made of put with the same strike prices. The time to maturity of these options is 3 months. If the interest rate is 6% continuously compounded, what is the cost of creating the box spread? A. $5.40 B. $6.90 C. $7.30 D. $8.10 E. $9.00

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