Investment Mathematics 25.29. For European call and put options on a nondividend paying stock with the same strike price and expiry, you are given: Call Put Elasticity 20 -4 Premium 3.42 Delta 0.74 Determine the put premium. 25.30. A portfolio has a call option and a short put option on the same stock, both with strike price of 40 and one year expiry. You are given: (1) The stock's price is 45. (ii) The stock pays no dividends. (iii) The continuously compounded risk-free interest rate is 4%. Calculate the elasticity of the portfolio Investment Mathematics 25.29. For European call and put options on a nondividend paying stock with the same strike price and expiry, you are given: Call Put Elasticity 20 -4 Premium 3.42 Delta 0.74 Determine the put premium. 25.30. A portfolio has a call option and a short put option on the same stock, both with strike price of 40 and one year expiry. You are given: (1) The stock's price is 45. (ii) The stock pays no dividends. (iii) The continuously compounded risk-free interest rate is 4%. Calculate the elasticity of the portfolio