please solve the following showing formulas/explanation. please also FILL the transaction table arbitrage. thank you in advance, will upvote once answered.

4. Suppose the price of a non-dividend-paying stock is $50. There exist European call and put options on the stock with one month to maturity and the strike price $50. The call is worth of $4 and the put is worth of $4.5. The interest rate is zero. a). What is the cost to construct a synthetic call based on put-call parity? b) Show the cash flow from a long position in the synthetic call in the following table. c) Is there an arbitrage opportunity between the synthetic call and the actual call? If so, what is the arbitrage profit on a per share basis