Please use the information below for the first 5 questions. This options chain is for stock XYZ, which is currently priced at $16.55. The risk free rate is 9%, and there is one month (i.e. 1/12 of a year) to expiration. There is no dividend between now and expiration. Use the "last" price for each question Calls Last Net Bld Ask 14 +0.355 1:39 1.47 1.090.32 1.09 1.13 0.82 +0.255 08 0.85 0.62 +0.21 0.58 0.63 0.44 0.15 0.44 0.46 0.32 +0,105 0.32 0.34 Vol 66 649 375 747 Vol 155 284 TV Delta Gamma Int 0.39 0.72 0.16 1506 0.39 0.63 0.19 1517 0.38 0.53 02 1131 0.38 0.43 02 1073 0.39 0.35 0.18 1024 0.4 0.27 0.16 337 Strike F 15.500 F 16.000 F 16.500 F 17.000 F12 500 F 18.000 Puts Last Net Bid Ask 04 -0.115 0.38 0.4 0.57 0.17 0.54 0.57 0.8 0.23 0.76 0.8 1.17 0.195 1.02 1.09 1.47 0.295 1.37 1.44 22 +0 1.74 1.83 49 IV Delta Gamma Int 0.41 -0.28 0.16 535 0.4 -0.37 0.18 527 0.39 -0.47 02 171 0.39 -0.56 0.19 49 0.4 -0.65 0.18 4 0.41 -0.72 0.16 1 8 2 746 109 0 Question 2 1 pts Please refer to the options chain shown above Suppose you knew that the 15.500 options were correctly priced but suspected that the stock was mispriced. Using put-call parity, what would you expect the stock price to be? For this problem, treat the options as if they were European 16.55 16:40 17:30 16.40