cise price of $50. Both options expire in exactly six months, and the price of a six-month Thill is $9100 (tor face value of $100). a. Using the put-callspot parity condition, demonstrate graphically hDW you could synthetically recreate the payoff struc- ture of a share oi DRKC stock in six months using a combination of puts. calls, and Tbilts transacted today. t1. Given the current market prices tor the two options and the Tbill. calculate the noarbitrage price of a share of DRKC stock c. If the actual market price of DRKC stock is $60, demonstrate the arbitrage transaction you could create to take advan tage of the discrepancy. Be specific as to the positions you would need to take in each security and the dollar amount of your profit