Can someone please help me with this question? Attached is an example to help. 8.4c#4

4. The following premiums are for one-year European options for an underlying asset with a current spot price of $90: Question 4 1 pts Strike Price Call 1609 11.106 6.87 Put 3.09 .71 11.99 100 The following premiums are for one-year European options for an underlying asset with a current spot price of $60: The continuously compounded risk-free annual rate of interest is 5% Strike Price Holly purchases a 80-100 bull spread. Laura purchases a 80-100 strangle. Find the range of spot prices at expiration for which Holly's profit is greater than Laura's profit. Tic.661 Call 14.27 7.86 3.84 Put 1.12 4.08 9.43 60 A) Between 80.17 and 119.83 B) Between 80.17 and 99.83 C) Between 89.83 and 100.17 D) Between 99.83 and 119.83 E) Between 99.83 and 99.83 70 The continuously compounded risk-free annual rate of interest is 6,5%. Bull Spread: Holly purchases a 50-70 bull spread. Laura purchases a 50-70 strangle. Prem - 16.99 - 6,87 10.12 FV (Prem) - 10.129.05 - 10.64 Prem = 3,09 + 6.87 = 9.96 EV (Prem) : 9.96005 - 10.47 Strangle: Find the range of spot prices at expiration for which Holly's profit is greater than Laura's profit. Between 55.84 and 64.16 Between 64.16 and 64.16 Between 54.16 and 75.84 - 19.83 Between 64.16 and 84.16 -10.17 -10.64 Between 55.84 and 84.16 loo + 19.83 - 119.93