A European call option on a non-dividend paying stock is trading in the market with a premium of $2.00. The option has a strike price of $18, with 6 months to maturity. The current stock price is $20 and the interest rate is 5% per annum with continuous compounding. A trader identifies an arbitrage strategy which involves:

--(buying/selling)the call option

--(buying/short selling) the stock

--(investing/borrowing)the needed (or resulting) cash flow.

If the stock price is $22.00 at maturity, the net cash flow at maturity for this strategy, assuming no transaction costs, is ------- (4 decimal places; do not put in the dollar sign).

If the stock price is $16.00 at maturity, the net cash flow at maturity for this strategy, assuming no transaction costs, is-------(4 decimal places; do not put in the dollar sign).

The actions of arbitrageurs will mean that the call price(increase/decreases)