Suppose that we have the following $4$ European call and put options with the same

maturity $T$ in the financial market:

Suppose that the continuous compounding interest rate $r=0\mathrm{.}05$ in the market and the

maturity time $T=1.$ Suppose that the initial wealth is $0.$ Can you choose a portfolio

using some of the options from the table and the Bank account to find an Arbitrage

profit $?$ If yes, be specific of your arbitrage portfolio. If no$,$ prove your argument.