Consider European call and put on a non dividend paying stock. The stock price is $45/ share and both options are for K=$45 A) and T=1yr. The Call premium is equal to the put premium c=p=$7/ share. The annual risk-free rate is 10%. Show that the put-call parity does not hold. B) Based on your answer to problem Q4., show the complete table of cash flows/share and P/L per share at the options expiration date, T, of a strategy which creates an arbitrage profit