Question 2. TThe But-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 19 Presentation. pp. 4 to 7 . Review Week #10 Whiteboard document (see, 4.2., pp, 8-9) and Class 10 Part 1 online lectures