Unanswered Question 6 0/1 pts Use put call parity to determine the size of the arbitrage profit AT TIME T=3/12 arising from the following situation. All options are European. So = $19.01 T = 3/12 (for both the call and the put) K = 20 (for both the call and the put) C = $2.89 p = $2.98 r= 10% (cont. comp. annual rate) Dividend = $1 in one month (required precision 0.01 +/- 0.01) You Answered Correct Answer 1.43 margin of error +/- 0.01