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(10 points) Assume there is no arbitrage. Assume all rates are continuous and per annum. The spot price of IBM is $103.00. The risk-free rate is 4.1%. Consider eight barrier versions of the 19 month IBM European call with strike price $103.00 and barrier L. These are characterized by "call" versus "put," "down" versus "up," and "out" versus "in." Suppose that the up-and-out call is $3.00, the up-and-in put is $4.00, and the up-and-out put is $2.00. Compute the price of a portfolio which is long 8 up-and-in calls and short 6 up- and-out puts. (10 points) Assume there is no arbitrage. Assume all rates are continuous and per annum. The spot price of IBM is $103.00. The risk-free rate is 4.1%. Consider eight barrier versions of the 19 month IBM European call with strike price $103.00 and barrier L. These are characterized by "call" versus "put," "down" versus "up," and "out" versus "in." Suppose that the up-and-out call is $3.00, the up-and-in put is $4.00, and the up-and-out put is $2.00. Compute the price of a portfolio which is long 8 up-and-in calls and short 6 up- and-out puts