Question 3 (4 pts) You believe the common stock of Textron Inc. will be volatile in the next three months, but you do not know whether it will rise or fall. The current share price is $100 per share, and the price of a 3-month call option with strike price of $100 is $20. (1) (2 pts.) If the risk-free interest rate is 10% per year compounded monthly, what must be the price of a 3-month put option on Textron stock with strike price of $100? (2) (2 pts.) What would be a good strategy to exploit your belief about the share price's future movements? How far would it have to move in either direction for you to make a profit on your initial investment