(4). ( 20 points) Put-Call Parity and Arbitrage European call and put options with a strike price of $100 will expire in one year. The underlying stock is put options with for $102 currently and pays no cash dividend during the life of option is $15.00. Please rate is 5% (continuous compounding). The price of the call 1. Calculate the price of the put option under the put-call parity. 2. If the actual price of the put is $5.0, is there an arbitrage opportunity? If yes, please demonstrate how you should execute the arbitrage transaction. Please table below, where ST is thermat as discussed in class to fill up the blanks in the 3. How much is the net profit