Suppose that you are long a stock that is not expected to pay any dividends over the next year. The current price of the stock is $100 and the risk-free rate is 10% (continuously compounded). You plan to hold the stock for one year and would like to insure your position using a European put option with strike price K=$100 and maturity of 1 year. Unfortunately, there are no puts available in the market with this combination of strike and maturity, but there are other traded European options with 1-year maturity whose market prices are shown in the following table. Describe a strategy using the available securities that replicates the payoffs to your desired put position. What is the upfront cost of this strategy