You have $10,000,000$ TL and want to invest in a stock for $1$ year with current price S$0=500.$ But you cannot afford to lose more than $15\%$ of your investment.c$)$ As you will notice expected payoffs are not consistent in the above $.$ This is because in one of the alternatives the option is in$-$the$-$money. The option price should include immediate exercise $($even it is an european option$).$ According to your findings and taking into consideration the rule of No$-$Arbitrage and law of one price what should be the price of the call option if the price of the put option is $0?$ Could you solve to use asset$+$put and cash$+$call scenerios in the Excel formulas please?