19. You are given the following discount factors: I Z(0, D) 0.50 0.9940 1.00 0.9880 1.50 0.9740 2.00 0.9620 2.50 0.9460 3.00 0.9330 3.50 0.9170 4.00 0.8950 You are told that the price of a European Call option on a 2-year fixed rate bond paying 5% semiannually, with 7 =2 and K = 101 is 4.6155. While the price of a European Put option with the exact same specification is: 3.0500. Are the securities adequately priced