Consider the following information on the current stock and European option prices of a company:

One-year call option with an exercise price of 150 = $25.5

One-year put option with an exercise price of 150 = $61.86

Six-month call option with an exercise price of 150 = $21.7

If the annual interest rate is 10%, what is the current stock prices?

(Hint: write the put-call parity relationship for each maturity date separately and solve for the unknowns.)

Given the information above, what is the expected value for the six-month put option with an exercise price of 150?