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4. Show the Put-Call Parity Conditions for European Options whose underlying asset pays continuous dividends. That is, C P = Se-91 Ke-rT where q is the continuous dividend yield. 5. The spot price for YD stock is $150. There are calls and puts traded on YD stock with a strike price $150 and maturity 6 months. The call price is $3.5 and the put is $1.25. The riskfree rate (continuously compounded) is 5%. Is any arbitrage opportunity? If so, how can you take advantage? 4. Show the Put-Call Parity Conditions for European Options whose underlying asset pays continuous dividends. That is, C P = Se-91 Ke-rT where q is the continuous dividend yield. 5. The spot price for YD stock is $150. There are calls and puts traded on YD stock with a strike price $150 and maturity 6 months. The call price is $3.5 and the put is $1.25. The riskfree rate (continuously compounded) is 5%. Is any arbitrage opportunity? If so, how can you take advantage