A European call option and put option on a stock both have a strike price of $20 and an expiration date in three months. The call is selling for $6, and the put for $3. The risk-free interest rate is 10% per annum, the current stock price is $22. Identify the arbitrage opportunity open to a trader. For each of the elements in your strategy, identify what happens/what value it has at the end of the 3 months, if the price of the stock then is 21. A European call option and put option on a stock both have a strike price of $20 and an expiration date in three months. The call is selling for $6, and the put for $3. The risk-free interest rate is 10% per annum, the current stock price is $22. Identify the arbitrage opportunity open to a trader. For each of the elements in your strategy, identify what happens/what value it has at the end of the 3 months, if the price of the stock then is 21