Options on D Corporation with 14 months until expiration and a strike price

of $85. The risk free rate for 14 months is 4.5% (annualized with continuous compounding). The firm is

not expected to pay any dividends over the next 14 months, and the current stock price is $92.78. The

price of the call option is $10.33 and the put option is $2.11. Find the arbitrage trade given these prices

and show the profit for each contract.