Q4: A stock is currently trading at $45 and has a six-month call option with a strike price $50 selling at $3. The risk-free rate is 6% annual. a. Find the no-arbitrage put price using the put-call parity. b. Find the profit of long call option at strike price of $50 if the stock is trading at $62 after six months. c. Suppose an options trader constructs a long straddle at the strike price of $50. Find the breakeven prices and illustrate this on a diagram. d. What is the profit of the short straddle at the strike price of $50 if the stock is trading at $55 at expiry