[Solved] Given the following parameters. 100 Stock

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Given the following parameters. 100 Stock price 100 Strike price 5% Risk-free rate 0% Dividend yield 1 Time to maturity (Years) 10.45 Price of a

Given the following parameters.

100 Stock price

100 Strike price

5% Risk-free rate

0% Dividend yield

1 Time to maturity (Years)

10.45 Price of a call option

a. What is the value of a put option with the same strike and time to maturity?

b. What is the delta of a portfolio that is long 1 call and short 1 put with the same parameters given above

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