(1 point) In this chapter, assume the log-normal model. Unless otherwise stated, assume no arbitrage opportunities The current spot price of a stock is $73.00, the expected rate of return is 9.7%, and the volatility of the stock is 22%. The risk-free rate is 4.6%. Compute the price of a portfolio made of 7 stocks and 7 European straddles on the stock with strike price $80.00 expiring in 11 months. Enter your solution as a dollar value, including dollar symbol ($), to two decimal places