Question 7 10 pts 7. You are given the following market information on Walmart (ticker: WMT): Walmart's annual continuously compounded expected growth rate: H = 12.5% = 1 The volatility of WMT: O=0.5 = Walmart pays no dividends Walmart is currently trading at $110 You consider a 1-year European put option on WMT with strike price Kp = 100 and calculate the probability that the put option finishes in the money, assuming the stock price is modeled using geometric Brownian motion. Find the strike price Kc of a 1-year European call option on WMT with the exact same probability of finishing in the money as the put option. Please round your answer to the nearest integer. Question 7 10 pts 7. You are given the following market information on Walmart (ticker: WMT): Walmart's annual continuously compounded expected growth rate: H = 12.5% = 1 The volatility of WMT: O=0.5 = Walmart pays no dividends Walmart is currently trading at $110 You consider a 1-year European put option on WMT with strike price Kp = 100 and calculate the probability that the put option finishes in the money, assuming the stock price is modeled using geometric Brownian motion. Find the strike price Kc of a 1-year European call option on WMT with the exact same probability of finishing in the money as the put option. Please round your answer to the nearest integer