C. A straddle is created on an asset S which has continuous dividend yield q. The straddle has exercise price X, the current time is t, the maturity time is T and the risk-free rate is r. Show that the straddle can be created using two call options, a short quantity of the underlying asset and some cash deposited at the risk-free rate. You must show what these quantities (asset and cash) are in terms of S, q, r, tand T. (30%)