1. Consider the case of European IBM call and put options that have exercise price of $115 and expire in two months. The price of the call is $3, and the price of the put is $6. Assume IBM is expected to pay no dividend in the next two months. Suppose also that the current price of IBM stock is $109.30 and the bond-equivalent yield on a two-month Tbill is 6.0 percent nonannualized. 1-1. (2 points) Cost of Strategies A \& B today? Strategy A: Strategy A= Strategy B: Strategy B = 1-2. (1 points) A profitable arbitrage strategy is to long/buy (1) and short sell (2) this year and hold this position until next year. Choose the correct strategies (Strategy A or Strategy B) in each blank (1) and (2)