(Answered) Based on this datatype of optionnbspnbspstrike

Finance

Based on this data:

Type of Option Strike Price Option Price

Call $125 $13.50

Put $125 $11.50

Call $130 $11.35

Put $130 $14.50

An investor is considering a strategy of buying the $125 Call and the $130 Put and Selling the $130 Call and the $125 Put. If the risk-free rate is 4.56% per year and the time remaining to expiration is 0.0959 years, should the investor execute the position? What is the net present value of the trade?

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