D Question 33 2.5 pts Suppose S - $92, K - $100, u - 1.06, and d = 0.94. A one period put option, with a delta of -1.0000, should sell for $6.04, but it is selling in the market for $5.16. This leads to an arbitrage opportunity that can be accomplished by buying 1.0000 unit of the stock, borrowing $98.04 for one period at the rate of 1.02, and buying the put This leads to an arbitrage profit of: O $0.88 O $11.20 O $2.85 O $0.44 Question 34 2.5 pts Suppose S - $103, K = $100, u - 1.07, d -0.93, and R - 1.023. The risk-neutral probability, q, that the stock price will increase is: O 0.6643 O 0.3357 O 1.5054 0 -0.4946