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Please use the following real-life data on November 11,2022 for Pepsi options (Sources: cboe.com; treasury.gov; finance.yahoo.com) Pepsi stock price: $178 Expiration date of options: December

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Please use the following real-life data on November 11,2022 for Pepsi options (Sources: cboe.com; treasury.gov; finance.yahoo.com) Pepsi stock price: $178 Expiration date of options: December 9, 2022 (i.e., 1 month from November 11th ) Exercise (or strike) price: $180 Call option value: $2.66 Put option value: $5.35 U.S. Treasury annual yield: 3.71% A. Calculate the "speculative premium" for Pepsi's call option. Show all work. B. Calculate the "speculative premium" for Pepsi's put option. Show all work

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