Question: Two U . S . Treasury bonds with the same remaining maturity. One has a 3 % coupon and the other a 4 % coupon,

Two U.S. Treasury bonds with the same remaining maturity. One has a 3% coupon and the other a 4% coupon, and their required return is 3%.
Two call options on the same stock. The options have the same maturity, but one has an exercise price of $35, and the other has an exercise price of $40.
Two put options on two different stocks. The stocks currently sell for $50 and $51. The puts have the same maturity and exercise prices.
In answering part c, do you need to make any assumptions about the two underlying stocks?

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