Consider a European call option that enables you to buy a share of stock at $K at time T, a European put option on the same stock with the same strike and expiration, a zero coupon bond which pays $K at time T. (a) Graph the value of the put option at expiration as a function of the stock price S = S(T). (b) Supposed a broker wrote (sold) both options. Graph the value of his position at expiration for the call option as a function of the stock price S = S(T). (c) Build two portfolios that at time T give the same outcome as the graph below. You can take any position on the market. Consider a European call option that enables you to buy a share of stock at $K at time T, a European put option on the same stock with the same strike and expiration, a zero coupon bond which pays $K at time T. (a) Graph the value of the put option at expiration as a function of the stock price S = S(T). (b) Supposed a broker wrote (sold) both options. Graph the value of his position at expiration for the call option as a function of the stock price S = S(T). (c) Build two portfolios that at time T give the same outcome as the graph below. You can take any position on the market