2. YOU ARE GIVEN THE FOLLOWING: 1) A NON-DIVIDEND PAYING STOCK'S PRICE IS $50. II) THE CONTINUOUSLY-COMPOUNDED RISK-FREE INTEREST RATE IS 8%. III) THE PRICE OF A 6-MONTH EUROPEAN CALL OPTION WITH A STRIKE PRICE OF $48 IS $5. IV) THE PRICE OF A 6-MONTH EUROPEAN PUT OPTION WITH A STRIKE PRICE OF $48 IS $3. V) 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 ARBITRAGE STRATEGY