Question 30 3 pts The following question on the pricing of options has three parts: 1. Suppose you purchase a call option for $4 and a strike price of $30. On the expiration day, the price of the stock is $40. What is the return on the call option if you hold your position until maturity? 2. Suppose a stock is currently trading for $35, and in one period it will either increase to $38 or decrease to $33. If the one-period risk-free rate is 6%, what is the price of a European call option that expires in one period and has an exercise price of $36? 3. The price of a European call option on RBC stock with an exercise price of $85 and one year to expiry is trading at $3.15. The current price of the stock is $81.25, and the risk-free rate is 2.5%. With no arbitrage, what must be the price of a European put on RBC with an exercise price of $85? part 1 - 150%; part 2 - $1.55; part 3 - $4.83 o part 1 = 150%; part 2 - $1.55; part 3 = $4.71 O part 1 - 250%; part 2 = $0.80; part 3 = $4.83 O part 1 - 125%; part 2 - $1.00; part 3 - $4,83