There are two days until expiration date. Patty wants to sell a Call with a strike price of $100 (i.e she wants to go short on C100. The interest rate is r=10%. The current value of the stock is $120. Use the put-call parity expression to find the lower bound on the value of the call.

S + P100 = C100 + Ee^r(T-t)

Solving for C100

C100 = S+P100-Ee^r(T-t)

S=120

E= 100

r=0.10

T-t = 2/365

What is P100?