2) Put-Call Parity: You are given the following data for a European call and European put on the same stock with identical maturities and strike prices: T K $2.95 1.00 $30.00 $31.00 $1.01 So p a) If put-call parity holds, what must be the continuously compounded interest rate, r? b) Suppose the interest rate is given as 6.00% instead. Show how you would execute an arbitrage, Start with the Excel sheet I showed in class and modify as needed. Show all transactions, both now and at maturity. 2) Put-Call Parity: You are given the following data for a European call and European put on the same stock with identical maturities and strike prices: T K $2.95 1.00 $30.00 $31.00 $1.01 So p a) If put-call parity holds, what must be the continuously compounded interest rate, r? b) Suppose the interest rate is given as 6.00% instead. Show how you would execute an arbitrage, Start with the Excel sheet I showed in class and modify as needed. Show all transactions, both now and at maturity