Based on the put-call parity relationship, you want to make an arbitrage profit by selling a call, buying a put, an taking a levered equity position. Answer the following question. Stock price = $100 Call price (six-month maturity with a strike price of $110) - $5 Put price (six-month maturity with a strike price of $110) - $8 Risk-free interest rate (continuously compounded) - 10% Under the strategy described above, the immediate arbitrage profit would be $1.50 $0.29 $1.64 5141