Suppose there are European options written on ABC stock with two strike prices: K$1=60$ and K$2=65.$ The current prices of the call options are C$($K$1)=10$ and C$($K$2)=6.$ The current put prices are P $($K$1)=3\mathrm{.}50$ and P $($K$2)=4\mathrm{.}50.$ The risk$-$free interest rate is $6\%$ per annum. All options expire in one year. Show how you could take advantage of these prices to earn an arbitrage profit.