can anyone solve those two?

There are call and put options on the same underlying instrument on the market. The premium for the call option is 4, the premium for the put option is 10. The strike price of both options are 80 PLN. Please provide the total profit of the investor if the Short Straddle strategy was taken assuming that each option is issued for 100 units of the underlying instrument and the price of the underlying instrument at the time of exercise the position was 94 PLN. Wybierz jedn odpowiedt a. O PLN - b - 1 PLN Oc 100 PLN d. 1 PLN The current market quotation of a share is 36 PLN. The share is expected to pay dividend at the continous rate 3%. The risk free rate on this market is 5%. Is it possible to have gain on arbitrage on 6 months future contracts on this share if the current price of the 6 months future contract on this share is 36.72 PLN. If yes how much if the contract is for 100 unit of underlying. Round the calculations to 2 decimal digits Wybierz jedn odpowiedt 1.0.36 PLN b. 36 PLN 72 PLN d. no, the contract is well priced *