9 Suppose you simultancously buy 500 shares of SELE at $72.75 and write five FEB 75 puts at a $6.00 premium. What is your total gain if, at option expiration, the common stock of SELE sells for $77.25? 10. A stock currently sells for S75.50 and pays no dividends. A call option (striking price $70) on this security expires in 146 days. At present, U.S. Treasury bills are yielding 5 percent per year. You estimate the past volatility of the stock returns to be 30 percent. What is the value of this call per share? If the call option strike price in Problem 10 was actually S80 instead of $70, what is the value of the call per share? 12. Suppose you own 12 AUG 24 puts on XYZ, and the company splits the stock 2 for 1 three times before expiration. What are your option holdings after the split adjustments are made to the contract terms