5. Assume that you own a hypothetical stock that is trading at $60 and has a volatility of 41%, and that the risk-free interest rate is 6%. You are concerned about falling prices over the next 90 days and have elected to purchase a put with a strike price of \$55. However, you wish to "finance" the cost of the put by writing a call of equal value, thus creating a "zero-cost collar." a. What would be the exercise price of the call (to within S.01 cent) that would create the zero-cost collar. (Note; you cannot take the Black-Scholes equation and solve for X. Rather, put your software to work for you.) b. Carefully graph the net payoff diagram resulting from owning the stock and acquiring the zero cost collar described above