This is finance

Assume the following for Questions 4 (Part A) and 5 (Part B): BID price ASK price Price of 65 CALL $3.10 $3.30 Price of 65 PUT $4.00 $4.10 Stock price $64.45 $64.55 $65.00 Strike price of call and put Present value of the strike (X) $64.15 Dividend rate 0% Part A. You can buy or sell the options and stock at the prices shown above. What are the potential gains from the arbitrage opportunity in this case (in $ unit)? Note: Bid and ask prices are provided here. Make sure to use the correct prices. Assume the following for Questions 4 (Part A) and 5 (Part B): BID price ASK price Price of 65 CALL $3.10 $3.30 Price of 65 PUT $4.00 $4.10 Stock price $64.45 $64.55 $65.00 Strike price of call and put Present value of the strike (X) $64.15 Dividend rate 0% Part A. You can buy or sell the options and stock at the prices shown above. What are the potential gains from the arbitrage opportunity in this case (in $ unit)? Note: Bid and ask prices are provided here. Make sure to use the correct prices