KINDLY SOLE: A PUT CONSIDER A QVE - PERUOD MODEL IN WHICH THE INITIAL PRICE OF THE Stock So=100. LET O BE A CALL OPTION ON THE STOCK WITH K= 110 AND LET P BE OPTION ON THE STOCK WITH KS 110. AT TIME 0, THE CALL AND PUT ARE TRADING AT THE INITIAL PRICES Co =P = 10. GIVEN THAT THERE IS NO ARBITRAGE - DETERMINE d and r, if POSSIBLE FIND u, d andr ) 3 KINDLY SOLE: A PUT CONSIDER A QVE - PERUOD MODEL IN WHICH THE INITIAL PRICE OF THE Stock So=100. LET O BE A CALL OPTION ON THE STOCK WITH K= 110 AND LET P BE OPTION ON THE STOCK WITH KS 110. AT TIME 0, THE CALL AND PUT ARE TRADING AT THE INITIAL PRICES Co =P = 10. GIVEN THAT THERE IS NO ARBITRAGE - DETERMINE d and r, if POSSIBLE FIND u, d andr ) 3