Plz answer 2 sub-question as a whole. thanks so much. will thumb up.

as follows (a) Details of prices of stock, derivatives and interest rates are ABC's stock price is $22.50 at time 0 The European options on ABC have a common strike price K-$20 and mature in T-6 months. Today's put price is $0.50 The continuously compounded risk-free interest rate is 5% per annum Non dividends are paid on ABC's stock over the option's life Required Determine the price of the call on ABC's stock by creating the following two portfolios: A stock purchase plan portfolio: long stock and short bonds to borrow the present value of strike Synthetics short stock: short call and long put (b) Suppose you find that an errant trader quotes a call price of $4. Using the portfolio created in part (a), what is your immediate arbitrage profit