That be all info.

So: 52.50 K: 50.000 T: 9 months (.75 years) r: 3.5% c: 5.50 Suppose that the price of the put option is 1. Execute the arbitrage. Portfolio A Portfolio C So: Kert: c: p: I Value of Portfolio A Value of Portfolio C To arbitrage, borrow and buy and And sell Amount borrowed now: Amount owed in 9 months: In 9 months, if St> 50, the will be exercised and the and the arbitrage profit will be will be for will be for In 9 months, if ST 50, the will be exercised and the and the arbitrage profit will be will be for will be for In 9 months, if ST