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Problem 1.4.2. (Long put vs short forward) You are given: (6) The current price of a 100-strike 9-month European put option is 12. (ii) A

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Problem 1.4.2. (Long put vs short forward) You are given: (6) The current price of a 100-strike 9-month European put option is 12. (ii) A 9-month forward has a forward price of 105 (iii) The continuously compounded risk-free interest rate is 3% Caleulate the stock price after 9 months such that the long put option and the short forward contract have the same profit

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