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 (ie. 1/12 of a year) to expiration. There is no dividend between now and expiration Use the "last" price for each question Calls IV Vol 66 LastNet Bid Ask 1.4 +0.355 1.39 1.47 1.09 0.32 1.09 1.11 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 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 0.2 0.39 0.35 0.18 1024 0.4 0.27 0.16 337 649 375 747 746 109 Strike F 15.500 F 16.000 F 16.500 F 17.000 F 17.500 F 18.000 Puts Last Net Bid Ask 0.4 -0.115 0.38 04 0.57 0.17 0.54 0.57 08 0.23 0.76 0.8 1.17 0.195 1.02 1.09 1.47 -0.295 137 1.44 22 0 1.74 1.83 Vol 155 284 49 8 IV Delta Gamma Int 0.41 0.28 0.16 535 0.4 -0.37 0.18 527 0.39 -0.47 171 0.39 0.56 0.19 49 0.4 -0.65 0.18 6 0.41 0.72 0.16 1 0.2 1073 2 0 Question 3 1 pts Please refer to the options chain shown above. Assume you own 1000 shares of stock. Using the 16,500 call, what position would provide you with a risk-free (le delta neutral) position? 5 short calls (e. on 500 shares of stock) 20 long colleon 2.000 shares of stock) 20 short calls leon 2.000 shares of stock) 18 short caise.on 1800 shares of stock) 18 lone calls on 1.800 shares of stock