please solve the blanks numbered 26,27,28,29,30,31,32,33,34

pls solve the blanks

Facebook stock price is $140, call option price - $7.45 put price = $10 0s both put and call have a strike price of $145 and 3 month to maturity We assume interest rate is 3.6% with continuous compounding Our arbitrage strategy should be as follows: (28) _(buy/short) the stock (29) At time=0 (26) (long short) call (27) _(long/short) put $ (30) our net profit at time=0 will be $ (31) At time at maturity, we will (32) (buy/sell) the stock at $ (33) (borrow/save) our net profit at time=marurity will be $ (34)___