A stock is selling at $186.18 and is not expected to pay any dividend over the next six months. The 6-month $180-strike call is selling at $27.90. The risk-free rate is 3% per annum continuously compounded. Options considered here are assumed to be of European style. a) What is the theoretical price of the 6-month put? b) The 6-month put is selling at $17.80 in the market. How would you undertake this arbitrage opportunity? Show the cash flow table.