The following option prices were observed for calls and puts on a stock for the trading day of July 6 of a particular year. Use this information in pro- blems 7 through 14. The stock was priced at 165.13. The expirations were July 17, August 21, and October 16. The continuously compounded risk-free rates associated with the three expira- tions were 0.0503, 0.0535, and 0.0571, respectively. Unless otherwise indicated, assume that the options are European. CALLS PUTS AUG OCT JUL AUG OCT STRIKE JUL 155 10.50 160 6.00 11.75 14.00 0.19 1.25 2.75 8.13 11.13 0.75 2.75 4.50 165 2.69 5.25 8.13 2.38 4.75 6.75 170 0.81 3.25 6.00 5.75 7.50 9.00 8. Use the Black-Scholes-Merton European put option pricing formula for the October 165 put option. Repeat parts a, b, and c of the previous problem with respect to the put