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i need help with the following 11. The continuous risk-free rate is 5% and you have access to the following 6 month European style options

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11. The continuous risk-free rate is 5% and you have access to the following 6 month European style options on a non-dividend paying stock: Strike Call Put 95 11.08 3.73 100 8.26 5.79 105 5.99 8.40 110 4.23 11.51 115 2.91 15.07 For the figures below, make sure you draw a LARGE and CLEARLY LABELED figure. a What is the current price of the underlying asset? b. Draw the payoff diagram for a strategy that consists of writing a put option with a strike price of $95, writing a call option with a strike price of $115, and buying both a call and a put option with a strike price of $105 (include payoffs for each individual option) c. What is the net option premium (how much would it cost you to implement this)? d. What is the maximum profit of the above strategy? e. Draw the payoff diagram for a bull spread created with put options with $95 and $105 strike prices (include the payoffs of the individual options). f. What is the net option premium of this bull spread? 6. Draw the profit diagram for the bull spread (add it to your figure from parte)

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