PROBLEM 2. (14 pts) An American put option and a European call option on a stock (that pays no dividends) both have a strike price of $20 and an expiration date in three months. The call option's price is $4 and the put option's price is $1. The continuously compounded) risk-free rate is 5% and S(0) = 21. Find an arbitrage opportunity using these assets: the underlying stock, risk-free investment, the American put option, and the European call option. No other asset may be used! Provide all the trencactions at Google Chrome time 0 and all the transactions at expiration time