Problem 13 Intro A European call option on Kroger stock and a European put option on the same stock both expire in 0.5 years and have a strike price of $47. The call option costs $1.23 and the put option costs $2.341. Kroger does not pay dividends and its current stock price is $46.16. The risk-free rate is 1.2% (EAR). Part 1 Attempt 1/17 for 10 pts. Is there an arbitrage opportunity, and if so, what should you do? No, there is no arbitrage opportunity. Yes, you should sell the call option. Yes, you should sell the put option. Submit Part 2 Attempt 1/17 for 10 pts. What should you do to lock in a riskless profit right now? Sell the put, buy the call buy the stock and invest the present value of the strike price. Sell the put, buy the call, short the stock and invest the present value of the strike price. Sell the put, buy the call, buy the stock and borrow the present value of the strike price. Sell the put, buy the call, short the stock and borrow the present value of the strike price. Submit Attempt 1/18 for 10 pts. Part 3 What is your riskless profit right now for each option? 2+ decimals Submit