The following prices are available for call and put options on a stock priced at $50 The risk-free rate is 6 percent and the volatility is .35. The March options have 90 days remaining and the June options have 180 days remaining. The Black-Scholes model was used to obtain the prices. Calls Puts Strike March June March June 8.41 6.84 1.18 2.09 5.58 3.08 4.13 1.89 3.54 6.08 6.93 Use this information to answer questions 12 through 20. Assume that each transaction consist of one contract (100 options) unless otherwise indicated