Assume that discount bonds maturing at T have time-0 price 1.5 per un Assume that T-expiry standard European calls on a [real-valued random variable Sr are available at the following strikes K and time-0 prices Co(K). Exactly six basic assets are available: the bond and these five calls, nothing else. As defined in class, these standard European calls pay (ST K)+. The following are some derivatives: 15.0 5.20 17.5 3.20 20.0 1.60 22.5 0.75 25.0 0.40 . For Ki