Suppose the price of a non-dividend paying stock is $50. There exist European call and put options on the stock with one year to matunty and the strike price $50. The call is worth of $4.5 and the put is worth of $4. The simple risk free interest rate is 4% per annum Show the cash flow from an arbitrage between synthetic and actual call in the following table

Suppose the price of a non-dividend-paying stock is $50. There exist European call and put options on the stock with one year to maturity and the strike price $50. The call is worth of $4.5 and the put is worth of $4. The simple risk free interest rate is 4% per annum. Show the cash flow from an arbitrage between synthetic and actual call in the following table- Suppose the price of a non-dividend-paying stock is $50. There exist European call and put options on the stock with one year to maturity and the strike price $50. The call is worth of $4.5 and the put is worth of $4. The simple risk free interest rate is 4% per annum. Show the cash flow from an arbitrage between synthetic and actual call in the following table