2. The present price of a stock is S0=50. The market value of a European call with strike K=47.5 and maturity T=180 days is 4.375 . The price of a zero-coupon bond with maturity 180 days is B(0,T)=0.9948. (a) For a European put with a strike price of 47.5 you are quoted a price of 1.450 . Is this consistent with put-call parity? (b) Describe how you can take advantage of this situation, by finding an arbitrage