Please help with all of the following questions:

QUESTION 1 Dividends or interest paid by the underlying asset will A. decrease the price of a call option. B. increase the price of a call option. C. have no effect on the price of call option. QUESTION 2 Lucius Cornelius CFA has written a put option with a strike price of $25. If the stock price is below 525 at expiration, what will happen to his position in the option? A. He will have to buy the stock for $25. B. Nothing - the long position will not exercise the option. C. He will earn the difference between $25 and the stock price. QUESTION 3 SPLT (current price $55) has 1-year call options with an exercise price of 555 trading at $4.92. The stock can increase by 20% or decrease by 15% over the next year and the risk-free rate is 5%. Arbitrage profits are most likely: A possible by purchasing 57 shares and selling 100 calls. B. not possible. C. possible by purchasing 100 calls and (shortselling 57 shares. QUESTION 4 Using put-call parity, a synthetic European put option can be created from a portfolio that is: A Short the stock, long a call, and short a pure discount bond that pays the exercise price at maturity. B. Long the stock, short a call, and short a pure discount bond that pays the exercise price at maturity. C.Short the stock, long a call, and long a pure discount bond that pays the exercise price at maturity