5) The price for a call option contract on 100 shares of XYZ stock, at a strike price of $1 OOIshare at the expiry date in 12-months is $40. The price for a put option contract on 100 shares of XYZ stock, at a strike price of $100!share at the expiry date in lZ-rnonths is $35. a) Suppose the current stock price is $99.85. What is the difference between the time value of the call option subtract the time value of the put option? Round to the nearest cents. b) Assume Jane longs a call and short a put, and she funds for her transactions at 5% rate. Calculate her position (gain I loss), to nearest cents, assume the stock price is $100.5 at maturity