Solve the RED cells in the second image. The green is already correct. Your account will be reported if you post spam.

(1 pt) This problem establishes a relationship between Euro put and call option values called "put-call parity" The discount factor for the period t = 0 to t = T is dor, and we assume an ideal bank which pays interest on deposits and will make loans at the rate corresponding to this discount factor. An asset has value S0 at t 0, and will have unknown value ST at time T A euro put option with strike K based on the asset is selling for Po and will pay (at t T) A euro call option with strike K based on the asset is selling for Co and will pay (att-T) At timet 0. you construct a portfolio by buying one unit of the asset, buying one put option and selling one call option. Both options have the same strike and expiration