(a) The table below shows the data relating to two call options. Beta Price Expiry (Months) Exercise Price Stock Price AYE Call 1.2 $6 9 $30 $35 PIE Call 1.4 $6 9 $30 $35 The AYE call expiring in 6 months is correctly priced. Appraise whether the PIE call expiring in 6 months is consistently priced in relation to the AYE call expiring in 6 months. If there is insufficient information available to determine the consistency in the pricing of the calls, give your reasons. (10 marks) (a) The table below shows the data relating to two call options. Beta Price Expiry (Months) Exercise Price Stock Price AYE Call 1.2 $6 9 $30 $35 PIE Call 1.4 $6 9 $30 $35 The AYE call expiring in 6 months is correctly priced. Appraise whether the PIE call expiring in 6 months is consistently priced in relation to the AYE call expiring in 6 months. If there is insufficient information available to determine the consistency in the pricing of the calls, give your reasons. (10 marks)