Question 2. [The Put-Call Parity] This auestion is hased on the fallowina information. Assume no dividend. Given the above information, apply the Put-Call Parity and verify if there is an arbitrage opportunity. If there is an arbitrage opportunity, construct an arbitrage strategy (e.g. including Portfolio A and Portfolio B) using the above information. Show formula. all steps of your calculation and answers as clearly as possible. Hint: review Topie 49 Presentation. pp. 4 to 7 . Review Weck #10 Whiteboard document (see. 4.2., pp. 8-9) and Class 410 Part 1 online lectures