Use this given for questions marked with Referring to graphical given- Considering a set of European Put Index Options, suppose you observe the following option prices. The index level today is 1,340, The Index dividend yield is equal to 2% continuously compounded and the RF interest rate is equal to 1% continuously compounded. Option Mtwity Strike Type Price in days) Price $4 Pux 52 1,310 $8 Pet 1320 $12 Put 52 1,330 $15 Pet 52 1,340 $20 Put 52 1,350 $26 Pot 52 1360 536 Put 52 1.370 52 Payoff Index Level 1310 1320 1320 1340 1350 1360 1370 Referring to graphical given- What are the possible index level ranges (after 52 days) for which an investor would make a profit if he invested in such a strategy? Oa Price is between 1,332 and 1,348 Ob. Price is between 1,330 and 1,350 Oc Price is between 1,328 and 1,352 Od Price is 1,340 only Oe. Price is less than 1,330 or greater than 1,350 of None of the given options is correct