A)A put option with 60 days to maturity, exercise price of 12$ and the risk free rate is 5%p.a. if a call option at $2.3 and a put option with $0.06 and the current share price is $14.00, what is the arbitrage possible per contract according to put call parity?

B) The current stock price of company is 50$ has the following put and call option price with exercise price at 45$ and 50$. Put price at 45$ is 1.5$ and call price is 6.75$. Put price at 50$ is 3.75$ and call price is 4.25$