18.9. (CAS8-S00:26] You are given the following: (1) Stock price = $50 (ii) The risk-free interest rate is a constant annual 8%, compounded continuously (iii) The price of a 6-month European call option with an exercise price of $48 is $5. (iv) The price of a 6-month European put option with an exercise price of $48 is $3. (v) The stock pays no dividends There is an arbitrage opportunity involving buying or selling one share of stock and buying or selling puts and calls. Calculate the profit after 6 months from this strategy