18.23. You are given: (i) The price of a stock is 100 (ii) The stock pays discrete dividends of 2 per quarter, with the first dividend 3 months from now. (iii) The continuously compounded risk-free interest rate is 4%. You wish to create a synthetic 182-day Treasury bill with maturity value 10,000, using a combination of the stock and 6-month European put and call options on the stock with strike price 95 Determine the number of shares of the stock you should purchase. 18.23. You are given: (i) The price of a stock is 100 (ii) The stock pays discrete dividends of 2 per quarter, with the first dividend 3 months from now. (iii) The continuously compounded risk-free interest rate is 4%. You wish to create a synthetic 182-day Treasury bill with maturity value 10,000, using a combination of the stock and 6-month European put and call options on the stock with strike price 95 Determine the number of shares of the stock you should purchase