Problem 14-06 which has both exchange-tradedures and option contracts associated with. As you look today's page you find the following put and cal prices for options that expire exactly Consider Commodity s months from now Exercise Price Put Price Call Price 30.51 Assume that the yield curves fat and the annual risk-free rate 6% 548, what must be the price of a put with an exarse price of $in order to avoid arbitrage across markets? Do 3. Assuming that the futures price of a six-month contract on Commodity not round intermediate actions. Round your answer to the nearest cent. Similarly, calculate the arbitrage price of a call with an exercise price of $45. Do not round intermediate calculations. Round your answer to the nearest cent. between the put and all options having an exercise price of Enter your answer as a poutiewe Do not found intermediate b. What is the nearbitrage price differential that would calculations, Round your answer to the nearest cent Is this differentiated by current market prices? If not, demonstrate an arbitrage trade to take advantage of the mispricing Do not found intermediate calculations. Round your answers to the nearest bent The actual preferential at 405 The Gesundervaluedrive to the option. The arbitrage transaction requires the purchase of the ele option while worting the option, we can staan Problem 14-06 which has both exchange-tradedures and option contracts associated with. As you look today's page you find the following put and cal prices for options that expire exactly Consider Commodity s months from now Exercise Price Put Price Call Price 30.51 Assume that the yield curves fat and the annual risk-free rate 6% 548, what must be the price of a put with an exarse price of $in order to avoid arbitrage across markets? Do 3. Assuming that the futures price of a six-month contract on Commodity not round intermediate actions. Round your answer to the nearest cent. Similarly, calculate the arbitrage price of a call with an exercise price of $45. Do not round intermediate calculations. Round your answer to the nearest cent. between the put and all options having an exercise price of Enter your answer as a poutiewe Do not found intermediate b. What is the nearbitrage price differential that would calculations, Round your answer to the nearest cent Is this differentiated by current market prices? If not, demonstrate an arbitrage trade to take advantage of the mispricing Do not found intermediate calculations. Round your answers to the nearest bent The actual preferential at 405 The Gesundervaluedrive to the option. The arbitrage transaction requires the purchase of the ele option while worting the option, we can staan