find the risk-neutral and S0

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. . We assume that both options have the same strike K 120 and their current prices equal vPut = 14 for the put and vCall = 7 for the call. . . We also 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. Compute the forward price F. 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. . We assume that both options have the same strike K 120 and their current prices equal vPut = 14 for the put and vCall = 7 for the call. . . We also 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. Compute the forward price F