Assume that you have a European call option and put option with an exercise price of 9,000 Won and a maturity of 3 months and another European call option and put option with the same maturity and the same underlying asset but with an exercise price of 10,000. Assuming that the risk-free interest rate is 12%. Obtain the no-arbitrage initial cash flows (ie, option prices) by using the credit box and and debit box. Assume that you have a European call option and put option with an exercise price of 9,000 Won and a maturity of 3 months and another European call option and put option with the same maturity and the same underlying asset but with an exercise price of 10,000. Assuming that the risk-free interest rate is 12%. Obtain the no-arbitrage initial cash flows (ie, option prices) by using the credit box and and debit box