Question b. Protective Fur (10 marks, Suncor Energy Inc. (SU) shares are listed on the New York Stock Exchange, At 9:30 a m, en January 14, 2016, these shares sold for $21.85 per share. The volatility on the returns of Suncor shares is approximately 241. The following call and put option contracts were available for the months of january. February, and March; CALLS Strike Expiry January 22 2016 February 19, 2016 March 18. 2016 23 0,34 0 72 0 96 24 0.13 0.41 0.69 25 0 25 0 26 0 40 PUTS Strike/Expiry January 22, 2016 February 19. March 18, 2016 2016 23 1.28 2.01 2 14 2.63 2.80 2 92 25 3.60 3.70 3.95 Each option contract involves 100 shares. The risk fire rates for these three expiration dates are 0 6%. 1%. and 1.2%, All three rates are continuously compounded