please show all the calculations. IN 17 i need solution from D toTO G only

17. On December 9 of a particular year, a January Swiss franc call option with an exercise price of 46 had a price of 1.63.

The January 46 put was at 0.14. The spot rate

was 47.28. All prices are in cents per Swiss franc. The option expired on January 13. The U.S.

risk-free rate was 7.1 percent, while the Swiss

risk-free rate was 3.6 percent. Do the following:

a. Determine the intrinsic value of the call.

b. Determine the lower bound of the call.

c. Determine the time value of the call.

d. Determine the intrinsic value of the put.

e. Determine the lower bound of the put.

f. Determine the time value of the put.

g. Determine whether put-call parity holds.

21. A non-dividend-paying common stock is trading at $100. Suppose you are considering a European put option with a strike price of $110 and one year to expiration. What is the annually compounded risk-free interest rate where the boundary condition begins to be nonzero?

show calculations please.