IV. (20 points) Put-Call Parity and Arbitrage European call and put options with a strike price of $100 will expire in one year. The underlying stock is selling for $102 currently and pays no cash dividend during the life of the options. The risk-free rate is 5% (continuous compounding). The price of the call option is $15.00. Please answer the following questions: 1. Calculate the price of the put option under the put-call parity. 2. If the actual price of the put is $5.0, is there an arbitrage opportunity? If yes, please demonstrate how you should execute the arbitrage transaction. Please follow the approach and format as discussed in class to fill up the blanks in the table below, where ST is the stock price at maturity. 3. How much is the net profit