Consider a financial model, where one can buy or sell a forward contract, standard call option and standard put option on the same stock and with the same maturity of 1-year. Assume that both options have the same strike K = 120 and their current prices are in fact equal V.Put = 10 = V.Call for the call. Assume that the price of the stock at the maturity is equal to one of two possible values: 90 or 140. We know that the model is arbitrage free. Calculate F (10 pts). P (10 pts) So (15 pts) r (15 pts) HINT: Use the risk-neutral pricing formula for a binomial model, as well as put-call parity, to your advantage! Consider a financial model, where one can buy or sell a forward contract, standard call option and standard put option on the same stock and with the same maturity of 1-year. Assume that both options have the same strike K = 120 and their current prices are in fact equal V.Put = 10 = V.Call for the call. Assume that the price of the stock at the maturity is equal to one of two possible values: 90 or 140. We know that the model is arbitrage free. Calculate F (10 pts). P (10 pts) So (15 pts) r (15 pts) HINT: Use the risk-neutral pricing formula for a binomial model, as well as put-call parity, to your advantage