The current share price is $10.00. A European call option on the share with an exercise price of $11 is currently trading for $10.50. The call option has six months until expiry and the riskless interest rate (continuously compounded) is 3% per annum. Show the exact strategy that you will adopt to generate arbitrage profits, by creating a table such as the one below, and explaining the outcomes. What happens to force the call option price back to its arbitrage-free value? CashFlow Cashflow at Maturity Today Strategy Strategy Strategy Net cashflow