In an arbitrage-free securities market, there are two nondividend- paying stocks, A and B; both with current price $90. There are two possible outcomes for the prices of A and B one year from now: Outcome 1 2 A B $100 $80 $60 $x The current price of a one-year 100-strike European put option on B is $15. Find all possible x. In an arbitrage-free securities market, there are two nondividend- paying stocks, A and B; both with current price $90. There are two possible outcomes for the prices of A and B one year from now: Outcome 1 2 A B $100 $80 $60 $x The current price of a one-year 100-strike European put option on B is $15. Find all possible x