pls answer part C)

The risk-free rate of interest is 5% per year semi-annually compounded Consider a stock with current price of $80. On this stock consider a one-year European call with strike price of $75 a) Suppose that the stock does not pay dividends. What is the minimum value of the call option's price? b) Suppose that the stock pays $2 dividend at time t = 1/2 (ie, six months later). What is the minimum value of the call option's price? c) Suppose that, at most, the stock pays $2 dividend at time t-1/2 (that means, it either does NOT pay dividends at all or it pays $2 at the end of six months). Assume that the call option described above is selling for $7. What opportunities are there for an investor to engage in riskless arbitrage? Give the profit that can be generated if the investor will trade 100 shares of the stock (Here you need to distinguish cases whether the stock pays dividends or not)