11. A 90-day European call option on a share of the stock XYZ is currently trading at 20 euros whereas the current price of the share itself is 24 euros. 90-day zero- coupon securities issued by the government of France are selling for 98.55 euros per 100 euros of face value. Infer the price of a 90-day European put option on this stock if both the call and the put have a common exercise price of 20 euros. (10 points) 11. A 90-day European call option on a share of the stock XYZ is currently trading at 20 euros whereas the current price of the share itself is 24 euros. 90-day zero- coupon securities issued by the government of France are selling for 98.55 euros per 100 euros of face value. Infer the price of a 90-day European put option on this stock if both the call and the put have a common exercise price of 20 euros. (10 points)