1. On September 22, a stock index futures contract was priced at 985. The November 975 call was at $16, and the put was at $6. The index was at 975. The futures contract and options both expire on November 21. The discrete risk-free rate was 4%. Is there an arbitrage opportunity? If so, show how to capture that profit using the arbitrage table that we did in class. Round to 4 decimals (there is nothing missing information !)