A stock index is currently $330\mathrm{.}00,$ the dividend yield on the index is $5\%$ per

annum, and the risk$-$free rate is $10\%$ per annum. A European six$-$month call

option with strike price is $275\mathrm{.}00$ is traded at $26\mathrm{.}00.$ Is there a profitable

investment strategy?