A stock trades today at $ XXXXXXXXXXa) Write down the intrinsic value of a call option with strike price K = 72.50. (b) Assuming that the option in (a) expires three months from now and that the...

A stock trades today at $73.14. (a) Write down the intrinsic value of a call option with strike price K = 72.50.

(b) Assuming that the option in (a) expires three months from now and that the risk-free interest rate is 4.06% per annum, find a theoretcal lower bound for the price of the option (to the nearest cent).

(c) Suppose that the price of the call option (with strike price and expiration date as above) is $1.82. Find the no-arbitrage price for a European-style put option with the same strike price and expiration date.