QUESTIONS 10 points Consider two "corresponding" options, consisting of a call and a put with the exact same parameter values. For this pair, the current price of the underlying asset is 584, the options have an exercise price of $91 and they expire in 10 months. Additionally, the risk.free rate is 5% pa. What is the difference between the premium of the put option, P. and the premium of the call option, that is, what is the value of P-C? Write the answer with two decimals; eg. 3.24. Do NOT use the $ symbol in your answer, just write a numerical value. Of course, include the negative sign if the answer is negative; but do not include the positive sign if the answer is positive. NOTE: Use the continuous time version of the Put-Call Parity equation (ie, do NOT use the book's version) QUESTION 9 15 points A Furopean PUT option written on one share of Deadwood Lumber Co. stock has the following parameter values: S - $28, X = $30,- 5% pa. o -30% pa, T - 3 months. Find the premium of this option, founded to 2 decimals (ex. 1.15; do NOT include a dollar sign in your answer). NOTE: Use the continuous time version of the Black-Scholes and Put-Call Parity equations (ie, do NOT use the book's version)