Using information provided in the table to solve following questions Most of the examples in this section use the following premiums, which are based on the Black- Scholes formula for a stock currently selling at $100, a 6-month expiration date, a 4% effective rate for a 1-year period and no stock dividends: Strike Price Call Put $16.36 $2.90 10.35 6.50 6.11 11.88 $90 100 110 Determine the spot price at expiration for which the profit under a straddle (combination of a 100- strike call and put) and a strangle (combination of a 90-strike put and a 110-strike call) are the same. Straddle Strangle