Suppose current stock price is $65. A European call on this stock is traded at $0.5. A European put is traded at $6.2. Both options have strike price X = $70 and time-to maturity of 5 months. Risk-free rate is r = 4% (continuously compounded, annualized). You, an arbitrageur, will check the European put-call parity C-p=S-XB and identify any possible arbitrage opportunity and set up arbitrage strategy to earn arbitrage profits. Assume that the borrowing or lending rate equals to the risk-free rate. Please fill out the following arbitrage trading tables to illustrate the arbitrage strategy and corresponding payoffs. Please keep 5 decimal places during your work process. By default, please round the FINAL number solution to 2 decimal places, except for requiring otherwise. Payoff at t=5 months Transaction (NOW) Payoff (Now t=0) ST