Consider a European call option on an asset with spot price $165.00, strike $174.00, and premium $116.00, expiring in 20 months. Assume the risk-free rate is 3.5%. (a) What is the price of the corresponding put? (b) Graph the payoff function for the straddle using the call and the put. What are the coordinates of the minimum of the payoff function? (c) Graph the profit function for the straddle using the call and the put. What are the coordinates of the minimum of the profit function?