Help A # 90% Sun 6 D Question 10 3 pts A stock will pay no dividends over the coming year. The stock's price is $21.00. European-style options on this stock with strike prices of $20.00 and $22.50 mature in six months' time. The continuously compounded risk- free rate is 5% per year. Strike Price Call Price Put Price K - $20.00 $3.50 $0.50 K - $22 50 $2:00 $1.50 You undertake a bearish call spread by going long in c(K-$22.50) and short in c(K-$20.00). What will be the profit at the end of six months if the stock is worth $21.50 in six months time? $2.00 @ $1.00 Q -$1,00 D 1000 10 -3150 9 of 12