Stock price is $110. A put and a call option both struck at $100 and expiring at the end of January are trading on this stock. Put premium is $5 and call premium is $12. In addition, the following data can be used to calculate the discount factor: Treasury bill Maturity DTM Bid Ask Jan 78 1.48 1.47 Using the ask quote of the T-bill, calculate the discount factor. Find the present value of strike price using the answer in part a Check whether the put-call parity holds The proper arbitrage strategy would involve buying the call and writing the put. (True / False)