QUESTION 4 Assume you observe the following market prices of European options on Rosie Corp stock ... Strike $ Price $ Type Option Code Maturity (years from now) Put P121 1 121 16.49 Call C99 1 99 11.02 Call C110 1 110 5.25 The current stock price is $100, the risk-free rate is 10% per annum, the stock is not expected to pay any dividends over the next two years and the underlying of each option is one Rosie Corp share. What should you do? (Show all details)