Use this information for problems 6 through 24. The stock was priced at 165.13. The expirations are July 17, August 21, and October 16. The continu- ously compounded risk-free rates associated with the three expirations are 0.0503, 0.0535, and 0.0571, respectively. The standard deviation is 0.21. Calls Strike Jul Aug 160 6.00 8.10 165 2.70 5.25 170 0.80 3.25 Oct Jul 11.10 0.75 8.10 2.40 6.00 5.75 Puts Aug Oct 2.75 4.50 4.75 6.75 7.50 9.00 For problems 6 through 10 and 13 through 16, determine the profits for the holding period indicated for possible stock prices of 150, 155, 160, 165, 170, 175, and 180 at the end of the holding period. Answer any other questions as indicated. Note: Your Excel spreadsheet OptionStrategy Analyzer 10e.xlsm will be useful here for obtaining graphs as requested, but it does not allow you to calculate the profits for several user-specified asset prices. It lets you specify one LL 12. Co asset price and a maximum and minimum. Use OptionStrategyAnalyzer10e.xlsm to produce the graph for the range of prices from 150 to 180, but determine the profits for the prices of 150, 155, ..., 180 by hand for positions held to expiration. For positions closed prior to expiration, use the spreadsheet BlackScholes MertonBinomial10e.xlsm to determine the option price when the position is closed; then calculate the profit by hand. the Oct hed incre value 13. to- I the aph at Construct a long straddle using the October 165 options. Hold until the options expire. Determine the profits and graph the results. Identify the breakeven stock prices at expiration and the minimum profit