The questions are in the screenshot. Thank you!

Putiall parity [1.12. ABC stock is currently at 52. The riskless interest rate is 6.00%. These are the market prices for 50 strike 3 month European calls and puts: 05:) = 8.00 P50 = 4.00 a. Are these prices consistent with put-call parity? b. If not, tell what arbitrage position you should set up to exploit the mispricing. e. To show that the position you set up in 13. actually works, explain what will happen if the stock price at expiration turns out to be 55 so that you make your arbitrage prot , and what will happen if the nal stock price is 45