Problem 4. Consider a portfolio H that consists of a short call and a short put on the same stock with price S = 100. Both options have maturity 6 months and the strike price is K = 95. The interest rate is r = 0 and the volatility of the stock is 0.01. Calculate AH and VH. Problem 4. Consider a portfolio H that consists of a short call and a short put on the same stock with price S = 100. Both options have maturity 6 months and the strike price is K = 95. The interest rate is r = 0 and the volatility of the stock is 0.01. Calculate AH and VH