You are given a European call and a European put on XYZ stock. Both have the same expiration time ("time T") and the same strike price (denoted K). For their time-o price, we will use the abbreviated notation (0) = c(0,1,K) and p(0) = p(0,1,K). During the time interval [0,1], the stock is expected to pay a single dividend of d(t) dollars at time t. There exists a zero-coupon bond which pays $1 at time t. There exists a zero-coupon bond which pays $1 at time T. (a) Complete the table below showing how the stock, the put and the two bonds can replicate the call. Price per Units unit Time-0 value Time-ti cash inflow Time-T value S(T) SK K