A four-month call option with $60 strike price is currently selling at $5. The underlying stock price is $59. The risk-free rate is 12% p.a. The put with same maturity and strike price is selling at $3.5. calculate the arbitrage profit by completing the following table showing strategy (i.e., whether buying or selling put/call portfolio); position, immediate cash flows and cash flows at expiry (i.e., in 4 months)