Compute the 1y forward price of the stock.

If you use a financial calculator, show me the inputs you use for the calculator to get your answer. Remember, even with a wrong final answer, you can get credit for partially correct solutions. (Hint: When asked for bounds or restrictions on prices, give the tightest bounds/restrictions you can. So, I suggest you write down every possible inequality that might apply to the problem and see what you get. And select the highest lower bound and lowest upper bound as your restrictions.) 1)(2 points)A put with a strike of 65 on IBM stock is trading at 14.70. What restrictions can you impose on the put with a strike of 55? 2)(3 points)A stock is trading at 100. A 6-month at-the-money call on this stock is trading at 2.10. Interest rates are at 5%. Is there an arbitrage possible in the scenarios below? If so, describe the strategy to take advantage of it. a.There are no dividends. b.There is a dividend of 2 the day before the option expires. 3)(2 points)A stock is trading at 100. Interest rates are at 5%, and there are no dividends. A 1-year at-the-money American call on the stock is trading at 6. What is the lower bound on the American put with the same strike and maturity? 4)(3 points)An NDP (non-dividend-paying) stock is trading at 100. A 1-year at-the-money European call on the stock is trading at 13 and the 1y atm European put is trading at 10. Compute the 1y forward price of the stock.