Problem 6 (6 points) You have the following option price information on Procter S: Gamble stock options from the OBOE: PG (PROCTER l: GAMBLE CD) mauleeumrrmw - 99.01 - 99.4 '- 11.192.296 M- 99.25 In- +0.95(+1.01%] Calls ma- Puts In H H M H N \"I \"I hl \" L' - H M H I \"I h- II a 0 1| 21:; I: am: ours unu 29 season n u on us 0 am: as! cm: s 151 ms 154 u. 17 ml ass I 0111. us new 1.13 454.111 1.21 I 0.1m 4m ans :2 I14 4.33 I\" IA. 3 01m 01% all\" 19 g\" 0 D I31 I49 0 0133' oseu Q\"?! U 1 2.31 I1! no a an: m cm at woman n o u: no e um um um I: Calls WA Puts u- u II n u u on. 0- n a... use In In M H u n- u.- n n In: us an 42 mm one: new man manna 0-12 ans-on on an 0159: ms sum '6\": an 415' 234 m as Mus m am an mum on on u: on: an out: mm on ma L27 '03? L23 L" 5* C432 0M \".1019 27374 \"6100\" III Olb I.\" L91 3'17 9133' 053\" 0.1012 3'7 m poo-15 0.11-0.14 43 am am: am Is: mm II o '5: us 0' ans Ron-u am' :5 Use mid market values to calculate the following option values. (a) (2 points) What is the intrinsic value of the put with strike price $100 expiring on March 15? What is its time value? (b) (2 points) What is the intrinsic value of the call with strike price $100 expiring on March 15? What is its time value? (c) (2 points) Suppose you have $4,000 to invest and expect Procter 85 Gamble's stock price to decrease Over the next few weeks. Which and how many of the options from the previous parts do you have to buy? What is the initial margin you have to post