**Solve using excel**

You are given the following information: 1 T (years) r(continuous compunding) So 3.00% $43.00 Strike Put Premium Call Premium $40.00 ? $5.348 $46.00 $3.860 ? a) Calculate the missing premiums using put-call parity and write both answers here. Write your answer using 4 decimal points: (3 points) b) Calculate the payoffs for each of 4 options positions in a box trade and the total payoff of the trade (remember to use correct signs). Do this in a table on Excel by varying St from $37 to $49 in increments of 1. Graph the table with St on the x-axis. (You don't need to write anything on this sheet. I will grade from your Excel file.) (5 points) c) Is there an arbitrage opportunity? (answer yes or no here): (3 points) d) Suppose instead you are given the following data: T (years) r (continuous compunding) SO 1 3.00% $43.00 Strike Put Premium Call Premium $40.00 $1.300 $46.00 $3.860 $2.400 $5.348 Show that there is an arbitrage opportunity. If you invest no money of your own, show that you always make a profit at maturity. As in class, you much show each cash flow at t = 0 and at t = 1. (Borrow or lend at time 0 at the risk free rate as required). What is that profit in dollars