Consider an investor who buys two European puts, sells a European call, all with underlying one share of S and with the same strike price K and maturity T, and who buys two shares of S. Assume all transaction cash is borrowed or invested and there is no arbitrage. Show that if at a time T the call is in the money, then the total profit of the investor is 3 (ST - K) - e" Co. Consider an investor who buys two European puts, sells a European call, all with underlying one share of S and with the same strike price K and maturity T, and who buys two shares of S. Assume all transaction cash is borrowed or invested and there is no arbitrage. Show that if at a time T the call is in the money, then the total profit of the investor is 3 (ST - K) - e" Co