27. You are given the following information about a securities market: (i) There are two nondividend-paying stocks, X and Y. (ii) The current prices for X and Y are both $100. (iii) The continuously compounded risk-free interest rate is 10%. (iv) There are three possible outcomes for the prices of X and Y one year from now: Outcome $200 $50 $300 Let Cybe the price of a European call option on X, and be the price of a European put option on Y. Both options expire in one year and have a strike price of $95. Calculate R-Cr