Can someone help me with this financial derivatives problem? I dont quite understand it. If someone could help me solve the whole question that would be amazing. Could I request that you display the steps and formulas used so I have comprehensive understanding of how its done. It will help my learning. Thank you

The 6-month 250-strike call and put on TNH are quoted at $8.50 and $5.50 respectively. The stock is expected to pay no dividends and the risk-free rate is 4%. Assume all options are European-style. Show all details and explain clearly_your steps. (a) What is the stock price today? (2 marks) (b) Actually, the stock price is $252. Is there an arbitrage and how would you benefit from it? (4 marks) (c) Will there be an arbitrage if the options were American-style? (2 marks) The 6-month 250-strike call and put on TNH are quoted at $8.50 and $5.50 respectively. The stock is expected to pay no dividends and the risk-free rate is 4%. Assume all options are European-style. Show all details and explain clearly_your steps. (a) What is the stock price today? (2 marks) (b) Actually, the stock price is $252. Is there an arbitrage and how would you benefit from it? (4 marks) (c) Will there be an arbitrage if the options were American-style? (2 marks)