4.[6 points] Consider the NA-prices DC, DP of a digital call/put option. Digital call/put options are options on an underlying asset S with a strike price K and the following payoff at maturity T Digital Call Payoff = i if S(T) >K o otherwise o if S(T) >K 1 otherwise Digital Put Payoff = (a) (3pts) Draw the payoff at T of the portfolio that consists of a digital call and put option. (b) (3pts) If DP = $0.5 and the continuous interest rate r = 4% and T = 1, what would be DC