Question 4 Assume that the prices for a stock follow a lognormal distribution. Let P, be equal to the probability that a T-year, K-strike European call will be exercised and let P, be equal to the probability that a T- year, K-strike European put will be exercised. You are given that Pc - P, = 0.4830. You are also given that PE[S; | St > K] = 259.08 and PE[St | S < K] = 29.46. Find K. [DM_05c_04] 149 O 159 O 154 O 169 O 164