Task 1: The Put-Call Parity formula in Option Pricing theory is as follows: C=P+SX(ert)orP=C+X(ert)S where C is call price, P is put price, S is price of underlying asset, X is exercise price, r is annual effective rate, and t is the number of years of the option period. (1) Create a user defined function, CallPrice, that calculates the call price given P,S,X,r, and number of days for the option (assume there are 365 days in a year). (2) Create a user defined function, PutPrice, that calculates the put price given C, S, X, r, and number of days for the option (assumere there are 365 days in a year). (3) Create a user defined function, Arbitrage (given C, P, S, X, r, and number of days for the options) that returns a. "sell call, buy put, buy stock, and borrow" if C is greater than the call price determined by P, b. "sell put, buy call, short stock, and lend" if P is greater than the put price determined by C, and c. "no arbitrage opportunity" if the put-call parity holds. (Must use Select Case for (3). *Note: You do not need to do two calculations because the PutCall Parity mathematically holds true.) (You use use "Round" to round your calculated put or call price to two decimal places to avoid trivial answers.) Task 1: The Put-Call Parity formula in Option Pricing theory is as follows: C=P+SX(ert)orP=C+X(ert)S where C is call price, P is put price, S is price of underlying asset, X is exercise price, r is annual effective rate, and t is the number of years of the option period. (1) Create a user defined function, CallPrice, that calculates the call price given P,S,X,r, and number of days for the option (assume there are 365 days in a year). (2) Create a user defined function, PutPrice, that calculates the put price given C, S, X, r, and number of days for the option (assumere there are 365 days in a year). (3) Create a user defined function, Arbitrage (given C, P, S, X, r, and number of days for the options) that returns a. "sell call, buy put, buy stock, and borrow" if C is greater than the call price determined by P, b. "sell put, buy call, short stock, and lend" if P is greater than the put price determined by C, and c. "no arbitrage opportunity" if the put-call parity holds. (Must use Select Case for (3). *Note: You do not need to do two calculations because the PutCall Parity mathematically holds true.) (You use use "Round" to round your calculated put or call price to two decimal places to avoid trivial answers.)