10.5. Let S, c, and p be a stock; a stock, a European call on the stock, and a European put on the stock. The prices of each are 42, 4.15, and 1.70, respectively. Two investors, A and B, invest in portfolios containing quantities of the call and the put on the stock. Investor A purchases 2 calls and 1 put. The elasticity of A's portfolio is 3.36. Investor B purchases 4 calls and writes 6 puts. Ag = 4.8. (a) What is the elasticity of the call? (b) What is the dividend rate of S