need gelp with both of these

24. Consider a put and call option on the same stock, with a strike price of $46 and expiration in 6 months. The price of the put is $3.50, the risk-free interest rate is 3% (annual), and the underlying stock price is $49. Suppose the market (actual) price of the call is $6.50. What transactions can be taken today to exploit any mispricing due to a violation of put-call parity? a. buy the call, sell the put, sell the stock, lend the PV of $46 b. sell the call, buy the put, buy the stock, borrow the PV of $46 c. buy the call, sell the put, sell the stock, borrow the PV of $46 d. sell the call, buy the put, buy the stock, lend the PV of $46 e. sell the call, buy the put, sell the stock, borrow the PV of $46 f. none of the above 25. What would be the expected profit from the question above if the transaction was hedged properly (assume no transaction costs)? a. $2.82 b. $.85 c. $3.00 d. $.68 e. there was no arbitrage opportunity f. none of the above, there was an arbitrage opportunity but the correct expected profit is not listed