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Problem 1. Consider a stock S paying no dividends, with initial price S(0 S90. European options on the stock with maturity of one year are traded in the market. The continuously com- a) (4 points) Find the values of X such that the price of the call option on S with strike price X b) (4 points) Suppose the put option on S with strike price S85 trades at $16. Find the price of 5%. pounded interest rate is r man is greater than the price of the put option on S with strike price X the corresponding call option on S (with same maturity and strike price)