Consider a call option on a non-dividend paying stock with an exercise price equal to $40 and six months to expiration. (a) Suppose you own the stock and take a short position in the call. Show a graph of the payoff at expiration of this position as a function of the stock price. Make sure that the graph is full labeled. (b) Suppose that the call is currently selling for $3 and the stock for $40. Put an upper bound on the riskfree rate. (c) Consider the scenario in (b), and assume that a European put with the same exercise price is selling for $2. Now give an exact numerical value for the riskfree rate.