Problem 2-20 Both a call and a put currently are traded on stock XYZ: both have stroke prices of 560 and expiration of 6 months a. What will be the profit to an investor who buys the call for S4 in the following scenanos for stock prices in 6 months 540.4545 04 $50 (v) $55.M$60 (Leave no cells blank - be certain to enter "o' wherever required. Negative amounts should be indicated by o minus sign. Round your answers to 1 decimal place) Stock Price Pro 5 -10 5 45 . $ 50 5 55 5 60 RI b. What will be the profit to an investor who buys the put for $6.5 in the following scenarios for stock nicest month $40.0 $45.050.0M) $55, $60 Leave no cells blank-be certain to enter "o" wherever required. Negative amounts should be indicated by a minus sign. Round your ariswers to 1 decimal place) Stock Price Pro $ 40 45 5 50 iv. 5 55 $ 60 V