PLS RESPOND ASAP

The following securities are available. Price Security Stock Call $100 $18.60 $ 21.52 Both options have a maturity of 1 year and a strike price of $105. The stock does not pay any dividends. Put (a) Using the above securities, I can set up a risk-free loan. Write down the cash flow table that shows how this can be done and how much I can borrow today so that the repayment in 1 year from now is $105. (b) What is the continuously-compounded risk-free interest rate over a 1-year horizon using the above data? Now suppose that trading costs introduce bid-ask spreads as follows. Security Bid Ask Stock Call $ 99.50 $ 18.25 $ 21.25 $ 100.50 $18.75 $ 21.75 Put (c) How much can I borrow today so that I need to repay $105 in one year from now, based on the bid-ask prices above? Use a cash flow table to illustrate your answer . (d) What is the continuously-compounded risk-free interest rate over a 1-year horizon based on the data used in c)? The following securities are available. Price Security Stock Call $100 $18.60 $ 21.52 Both options have a maturity of 1 year and a strike price of $105. The stock does not pay any dividends. Put (a) Using the above securities, I can set up a risk-free loan. Write down the cash flow table that shows how this can be done and how much I can borrow today so that the repayment in 1 year from now is $105. (b) What is the continuously-compounded risk-free interest rate over a 1-year horizon using the above data? Now suppose that trading costs introduce bid-ask spreads as follows. Security Bid Ask Stock Call $ 99.50 $ 18.25 $ 21.25 $ 100.50 $18.75 $ 21.75 Put (c) How much can I borrow today so that I need to repay $105 in one year from now, based on the bid-ask prices above? Use a cash flow table to illustrate your answer . (d) What is the continuously-compounded risk-free interest rate over a 1-year horizon based on the data used in c)