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The following option prices were observed for calls and puts on a stock on July 6 of a particular year. The stock was priced at $163.85. The expirations are July 17, August 21 and October 16. The continuously compounded risk free rates associated with the three expirations are 0.0207, 0.0229 and 0.0255. The standard deviation is 0.33. A strip is variation of a straddle involving two puts and a call. Construct a short strip using the August 170 options. Hold the position until the options expire. The stock price at expiration is 160. Use the Click to open: model to solve this Compute the following by typing in your answers below (i) Provide all the inputs that you will enter in the Excel. (ii) Compute the (ii) Identify the break even stock prices at expiration minimum profits Calls Puts Strike Jul Aug Oct Jul Aug 160 5.15 7.25 10.25 0.18 1.95 165 1.85 4.60 7.25 1.60 3.95 170 0.20 2.60 5.35 4.95 6.70 Oct 3.70 5.95 8.20 General Inputs: 1 Asset price when transaction is initiated 2 # of units of asset (>0 b buy. 0 b sell) 125.94 (necessary only if buying or selling the asset) 100 (necessary only if buying or selling the asset) 125 (required for centering graph) 31 Asset price at expiration 4 Lowest asset price to graph 85 (required) 5 Highest asset price to graph 165 (required) 5 7 Option-Specific Inputs: Option 2 No option Option 3 No option Option 4 Option 5 No option No option 9 Choose "Call". "Put" or "No option" 0 Exercise Price (X) 125 1 Original option price 13.5000 2 # of units (> 0 b buy. 0 b buy. 0 b sell) 125.94 (necessary only if buying or selling the asset) 100 (necessary only if buying or selling the asset) 125 (required for centering graph) 31 Asset price at expiration 4 Lowest asset price to graph 85 (required) 5 Highest asset price to graph 165 (required) 5 7 Option-Specific Inputs: Option 2 No option Option 3 No option Option 4 Option 5 No option No option 9 Choose "Call". "Put" or "No option" 0 Exercise Price (X) 125 1 Original option price 13.5000 2 # of units (> 0 b buy.