. Suppose the call option with exercise price = $50 and maturity of 60 days has a price of $5 and corresponding put option with the same maturity and exercise price costs $2. The current stock price = $52, Rf = 5%. What is the approximate arbitrage profits based on the Call-Put Parity Theorem? A). 1.60 B). 2.63 C). 1.24 D). 2.55 E). 2.41