A) Consider six-months 75-strike call European on stock X. The current price of the stock is $70, and continuously compounded risk-free interest rate is 4%. The call costs $8 today. Draw on a single graph payoff and profit diagrams for the call option. Calculate the stock price after six-months so that being long in the call would produce $3 more profit as being short in the call. ii. Calculate the no arbitrage price of a six-months 75 -strike European put on stock X. v. Construct an arbitrage portfolio if the market put price is $3. A) Consider six-months 75-strike call European on stock X. The current price of the stock is $70, and continuously compounded risk-free interest rate is 4%. The call costs $8 today. Draw on a single graph payoff and profit diagrams for the call option. Calculate the stock price after six-months so that being long in the call would produce $3 more profit as being short in the call. ii. Calculate the no arbitrage price of a six-months 75 -strike European put on stock X. v. Construct an arbitrage portfolio if the market put price is $3