It is currently Nov 1 and the stock price for ZZZ Corp is 113.25. The risk-free rates are 7.30% (Nov), 7.50\% (Dec) and 7.62\%(Jan). The expiration dates for the options are Nov 15 , Dec 20, and Jan 17. Assume the options are European and no dividends are paid. Using the options data from the spreadsheet_____ssignment-02.xlsx, do the Nov 105 CALL and PUT options represent an arbitrage opportunity? (Answer YES or NO. Hint use the put-call parity) A If so, the arbitrage strategy would be to: 1. (Answer BUY or SELL) A the CALL option. 2. (Answer INVEST or BORROW) the PV(X), which amounts to (Answer should be to 2 decimal places and no dollar sign) A 3. (Answer BUY or SELL) the PUT option, and 4. 1. (Answer BUY or SHORT) A the STOCK