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From the following information March 31 of a particular year for a group of JUNE 350 options on futures contracts to answer the following. Futures

From the following information March 31 of a particular year for a group of JUNE 350 options on futures contracts to answer the following. Futures price: 350.20 Expiration: June20 Risk-free rate: 0.0384 percent Call price: 7.65 Put price: 4.50

f. Determine the lower bound of the put. Show work and briefly discuss.

g. Determine whether putcall parity holds. Why? Show work and briefly discuss.

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