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Ok, I need help with the last portion of this Problem. Part C (Position and Immediate CF). The others are correct, therefore I don't need help with them only the last one which is a table. Can anyone help me, please?

Problem 20-8 The common stock of the C.A.LL. Corporation has been trading in a narrow range around $125 per share for months and you believe It is going to stay in that range for the next 6 months. The price of a 6-month put option with an exercise price of $125 Is $10.50. a. If the risk-free interest rate is 5% per year, what must be the price of a 6-month Call option on CALL stock at an exercise price of $125 If t is at the money? (The stock pays no dividends.) (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete and correct. Price of a 6-month 13.5 b-1. What would be a simple options strategy using a put and a call to exploit your conviction about the stock price's uture movement? Answer is complete and correct. Strategystradli b-2. What is the most money you can make on this posltion? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete and correct. Amount S 24.0 b-3. How far can the stock price move in elther direction before you lose money? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete and correct. Stock IS 24.010 C. How can you create a position involving a put, a call, and riskess lending that would have the same payoff structure as the stock at expiration? What is the net cost of establishing that position now? (Do not round intermediate calculations. Round your answers to 2 decimal places. Leave no cells blank-be certain to enter o wherever required.) Answer is not complete. Positiorn Call (long) Put Lending CF Total Problem 20-8 The common stock of the C.A.LL. Corporation has been trading in a narrow range around $125 per share for months and you believe It is going to stay in that range for the next 6 months. The price of a 6-month put option with an exercise price of $125 Is $10.50. a. If the risk-free interest rate is 5% per year, what must be the price of a 6-month Call option on CALL stock at an exercise price of $125 If t is at the money? (The stock pays no dividends.) (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete and correct. Price of a 6-month 13.5 b-1. What would be a simple options strategy using a put and a call to exploit your conviction about the stock price's uture movement? Answer is complete and correct. Strategystradli b-2. What is the most money you can make on this posltion? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete and correct. Amount S 24.0 b-3. How far can the stock price move in elther direction before you lose money? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete and correct. Stock IS 24.010 C. How can you create a position involving a put, a call, and riskess lending that would have the same payoff structure as the stock at expiration? What is the net cost of establishing that position now? (Do not round intermediate calculations. Round your answers to 2 decimal places. Leave no cells blank-be certain to enter o wherever required.) Answer is not complete. Positiorn Call (long) Put Lending CF Total

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