on November 26 2017, the share quote was $56.08. the annual volatility was estimated to 24%. The risk free rate is 0.700% pa. the stock is not expected to pay any dividend.

1 Determine the BS price of a european call option with a $60 strike price and meturing on march 18,2018

2 Determine the BS price of a european put option with the same characterstics

3 if you hold 1000 shares in your portfolio, how many put options will you trade to delta-hedge your position?

4. The call premium is $1.44 while the put premium is $5.35. Comment.