The common stock of the CALL. Corporation has been trading in a narrow range around $PO0 per share for months, and you believe It is going to stay in that range for the next 3 months. The grice of a 3-month put option with an exercise price of $100 is $8.39. a. If the nisk-free interest iate is 10% per year, what must be the price of a 3.month call option on C.A.L. L. stock at an exercise price of 5100 if t is at the money? (The stock pays no dividends.) (Do not round intermediste calculations. Round your answer to 2 decimal pisces.) b.4. Whirt whuld be a simpie options strategy using a put and a cal to explolt your conviction about the stock peices future moviment? b.3. How for can the stock price move in elther direction before you lose money? (Do not round intermedlate calculations. Round your answer to 2 decimal places.) c. How can you create a position involving a put a call, and riskless lending that would have the same payoff structure as the stocik at expiration? What is the net cont of estabeshing that position now? (Enter the absolute value. Do not round intermediate caiculations. Round your answers to 2 decimal pleces. Leave no cells blank - be certain to enter " 0 wherever required.)