POL 13. You observe the following on a pair of 6 month options with a strike price of $105 Call premium = $15 Put premium = $5 Stock Price = $110 risk-free rate = 3% Identify whether an arbitrage scenario exists and describe the position you should take and the cash flow you expect from exploiting any discrepancy. 6 POINTS EC) 1490 5% 25% 0 14. Calculate the Sharpe ratio of poing A Portoro A 4 POINTS