the cash price of a one year treasury bill is 95 per 100 of face value. a 2 year bond with a face value of 100usd that pays annual coupons of

8. The table below gives today's prices of six-month European put and call options written on a share of ABC stock at different strike prices. The stock does not pay a dividend and the risk-free interest rate is 0% per annum. Put Price (S) Call Price (S) 13.1 9.7 7.9 8.2 Strike Price (S) 105 110 115 9.7 12.9 a) Using call options with strike prices of 105 and 110, create a bear spread and show in a table the profit of the spread at maturity as a function of the then stock price. Give the range of stock prices at maturity for which this portfolio of options is profitable. b) Using put options with strike prices of 110 and 115, create a bull spread and show in a table the profit of the spread at maturity as a function of the then stock price. Give the range of stock prices at maturity for which this portfolio of options is profitable