II Plus STO CEIC 82. A stock priced at $65 has a deviation of 30%. Three-month calls and puts with an exercise price of $80 are standard available. The calls have a premium of $7 27, and the puts of the put is $1.525, you believe the puts are undervalued I arbitrage to exploit the mispriced puts your arbitrage profit will be cost $1.10. The risk-free rate is 5%. Since the theoretical value you construct a riskless A $5.75 B. $6.17 C $.96 D. $.42 Goe