A stock has a current price of $52 and the current risk-free rate is 3%. Suppose you create a portfolio that consists of a European call option with a strike price of $55 that expires in 6 weeks and a European put option with a strike price of $49 that also expires in 6 weeks. a. If the volatility of the stock is 25%, what is the initial cost of this portfolio? b. Find the value of the portfolio at 6 weeks if the stock price in 6 weeks is $45. Repeat this for a stock price at 6 weeks of $48, $51, $54, $57, $60 respectively. A stock has a current price of $52 and the current risk-free rate is 3%. Suppose you create a portfolio that consists of a European call option with a strike price of $55 that expires in 6 weeks and a European put option with a strike price of $49 that also expires in 6 weeks. a. If the volatility of the stock is 25%, what is the initial cost of this portfolio? b. Find the value of the portfolio at 6 weeks if the stock price in 6 weeks is $45. Repeat this for a stock price at 6 weeks of $48, $51, $54, $57, $60 respectively