10.) The price of a nine-month European call option on a stock with a strike price of $100 is $20. The stock price is $110, the nine-month risk-free rate is 4%. The stock pays no dividends. The price of a nine-month European put option on the stock with a strike price of $100 is $5. a.) Explain how to execute an arbitrage in the above situation. b.) Calculate the arbitrage profit