Assume zero interest rates and no dividends. The 1-year TSLA call option at K=400 is priced at $140, and the 1-year TSLA put option at the same strike is priced at $88. (i) Based on put-call parity, infer the 1-year forward price on TSLA . (ii) What is the present value of a 1-year forward on TSLA with delivery price of 400? (value for one share, not 100 shares) (iii) What's the intrinsic value and time value of the call option? (iv) What is the intrinsic value and time value of the put option? (v) which option is in-the-money? (answer "call" or "put")

"Assume zero interest rates and no dividends. The 1-year TSLA call option at K=400 is priced at $140, and the 1-year TSLA put option at the same strike is priced at \$BB, (i) Based on put-call parity, infer the 1-year forward price on TSLA (ii) What is the present value of a f-year forward on TStA with delivery price of 400? (value for one share, not 100 shares) (iii) What's the intrinsic value and timie value of the call option? (iv) What is the intrimeio value and time value option? (v) which option is in the-money? (answer "calle" or "pur"). Give alf numeric answers in integen." "Assume zero interest rates and no dividends. The 1-year TSLA call option at K=400 is priced at $140, and the 1-year TSLA put option at the same strike is priced at 586. (i) Based on put-call parity, infer the 1-year forward price on TSLA (ii) What is the present value of a 1-year forward on TSLA with delivery price of 400 ? (value for one share, not 100 shares) (iii) What's the intrinsic value and time value of the call option? (iv) What is the intrinsic value and time value option? (v) which opton is in-the-mency? (answer "cali" or "put "), Give all numeric answers in integers