Question 35 4 pts Consider European options on non-dividend-paying stocks. Assume that 5 = 50, X = 45, r = 5%, and T = 0.25 year. The call option price calculated using the Black-Scholes-Merton formula is: C = 7.5734. Then the corresponding put option price, P, is equal to . Based on previous information, the value of a long three-month forward contract on a stock with a current price of 50 and the delivery price is 45 should be Note: you do not need use either the forward pricing formula or Black-Scholes-Merton options pricing formula to find the solution. please round the number solution to 2 decimal places. Question 35 4 pts Consider European options on non-dividend-paying stocks. Assume that 5 = 50, X = 45, r = 5%, and T = 0.25 year. The call option price calculated using the Black-Scholes-Merton formula is: C = 7.5734. Then the corresponding put option price, P, is equal to . Based on previous information, the value of a long three-month forward contract on a stock with a current price of 50 and the delivery price is 45 should be Note: you do not need use either the forward pricing formula or Black-Scholes-Merton options pricing formula to find the solution. please round the number solution to 2 decimal places