Question 5 1 pts The current price of YBM stock S is $133. At-the-money European options with a strike price K = S and maturing in T = 9 months trade on YBM. The continuously compounded, risk-free interest rater is 1.6 percent per year. If the call price is $4.00, then the no-arbitrage put price is: [round to two decimal places] Question 6 1 pts Compute the net profit or loss on the maturity date for a put with strike K= $116 for which the buyer paid a premium of $3.4 and the spot price at maturity is $118. (Example: for a profit of $5 enter '5.00' for a loss of $5 enter-5.00')