A 5-year European put option on a non-dividend-paying stock has price 1. The stock price is 7, the strike price is 8, and the risk-free interest rate is 5% continuously compounded. Assuming there are no arbitrage opportunities, find: (i) The value of a 5-year European call option on the same underlying stock and strike price. (ii) The value of a 5-year forward contract on the same underlying stock and strike price. A 5-year European put option on a non-dividend-paying stock has price 1. The stock price is 7, the strike price is 8, and the risk-free interest rate is 5% continuously compounded. Assuming there are no arbitrage opportunities, find: (i) The value of a 5-year European call option on the same underlying stock and strike price. (ii) The value of a 5-year forward contract on the same underlying stock and strike price.