The common stock of Company XLT and its derivative securities currently trade in the market at the following prices and contract terms:

Both of these options will expire $91$ days from now, and the annualized yield for the $91-$day Treasury bill is $4\mathrm{.}0\%.($Assume face value is $$100.)$

a$.$ How to construct a synthetic Treasury bill position?

The transactions needed to construct the synthetic T$-$Bill would be to $-$ Select$-v$ the stock, $-$ Select$-v$ the put and $-$ Select$-v$ the call.

$\%$

calculations. Round your answer to the nearest cent.

The strategy would be to $-$ Select$-V22$ actual T$-$bills and to $-$ Select$-V100$ synthetic T$-$bills.

$

$