Use the following information for the next 4 questions. The XYZ stock pays no dividend and is currently selling for $50. The European XYZ 50 call is selling at $6 and XYZ 50 put is selling at $4. The options expire in 6 months. You simultane the put and the call (this strategy is called a long straddle). Remember that each option contract represents 100 shares. a) What is your maximum loss on the option expiration date? (1pt, Format of the answer: 200.00 don't include $ symbol, round to 2 digits.) QUESTION 49 b) This strategy has two breakeven prices on the expiration date. What is the lowest breakeven price? (1pt, Format of the answer: 62.00 don't include $ symbol, round to 2 digits.) QUESTION 50 c) If on the option expiration date the XYZ stock is $55. What is your profit/loss? (1pt, Format of the answer: -200.00 don't include $ symbol, round to 2 digits, use _ for loss, a profit.) QUESTION 51 d) Ignoring the transactions costs, what is the market risk-free interest rate? (2pt, Answer format: 14.20, in percent, but include no % symbol, round to 2 digits.)