please solve the following showing formulas/explanation. thank you in advance! will upvote once answered!

2. The current stock price for a non-dividend paying stock is $100 and a 6-month European call with strike $90 on this stock is traded at $10 and the simple interest rate is 5%. Provide an arbitrage strategy in a cash flow table. 3. If it costs 20 for an investor to get into a covered call with strike at 25 , what is no arbitrage value for a put with strike at 25 and the same maturity? Assume interest rate is zero