Construct a synthetic security to mimic the following call

option. What is the cost of constructing this synthetic security

(call option)?

Stock price: $200

Exercise (Strike) price: $200

The stock price will either rise to $300 or fall to $125 at the end

of one year.

Risk free rate: 2% annual

Option life: I year

What is the value of the put option, given the above call option value?