6) Suppose a Call and a Put option with an exercise price of X=$85 with three months to expiry is selling for $5.09 and $2.40. The risk free rate is 4.8% a year, compounded continuously. a) What is the current stock price? b) If the Call option was priced at $6.00 instead, would there be an arbitrage opportunity? If show, construct the strategy and explicitly show how you can make risk less profits under this situation