The current price of a share of stock of ABC, Inc is 100. The stock does not pay dividends. A one-year call option with a strike price of 104.08 costs 5.00. The continuously compounded risk-free rate is 4%. The one-year put option with a strike price of 104.08 is priced at 4.00. PV = present value and FV = future value. C6: Determine the arbitrage-free price of the put option. C6: How much will the arbitrage profit per share be? C6: How could you take advantage of the misprice of the put option? Group of answer choices Buy synthetic put and sell actual put. Long put = short call + long stock (1 share) + short bond (PV=104.08, FV=108.33) Sell synthetic put and sell actual put. Short put = long call + long stock (1 share) + short bond (PV=100.00, FV=104.08) Sell synthetic put and buy actual put. Short put = short call + long stock (1 share) + short bond (PV=100.00, FV=104.08) Buy synthetic put and buy actual put. Long put = long call + short stock (1 share) + long bond (PV=104.08, FV=108.33)