Use the following option quotes for the remaining questions on the test: Call Price Strike Price 160 160 Put Price 0.750 6.000 Stock Price 165.125 165.125 165.125 165.125 165.125 165.125 Maturity Jul Aug Oct 8.125 160 11.125 2.750 4.500 2.375 165 Jul 2.688 165 4.750 Aug Oct 6.750 Jul 165.125 165.125 165 170 170 170 5.250 8.125 0.812 3.250 6.000 Aug 5.750 7.500 ??? 165.125 Oct The quotation date is July 6. The stock pays no dividends, and all the options are European. The option expirations are July 17. August 21, and October 16, with corresponding (annual) continuously-compounded risk-free rates of .0503, .0535, and .0571, respectively. The associated number of days to expiration are 11, 46 and 102. For the bull spread trade in problem #49, what is the stock price at expiration that leads to a breakeven net profit/loss for the trade? - $165.250 $172.000 $177.500 $164.750 $161.500