b$)$ Consider the following information on some stock. The current price is $$50.$ You believe that the company has a zero beta and, hence, its price will not move much in the next $3$ months. For an exercise price of $$50$ and an expiry date in three$-$month time, a put option for this stock costs $$4,$ while a call option costs $$5.$ How would you use calls and puts to exploit your belief that the stock will not move much? How far would the stock price have to move in either direction before you lose money?