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A stock is currently priced at 73 and it pays continuous dividends at a rate of 3%. The continuously compounded annual risk free interest rate is 5%. A 6-month 70-strike European call option on this stock is priced at 6.03525. The 6-month pre-paid forward price on this stock is 72.50. Calculate the arbitrage profit available if one share of stock is used. A. Arbitrage profit is not possible O B. Arbitrage profit of 0.12 OC. Arbitrage profit of 0.60 D. Arbitrage profit of 1.22 O E. Cannot be determined A stock is currently priced at 73 and it pays continuous dividends at a rate of 3%. The continuously compounded annual risk free interest rate is 5%. A 6-month 70-strike European call option on this stock is priced at 6.03525. The 6-month pre-paid forward price on this stock is 72.50. Calculate the arbitrage profit available if one share of stock is used. A. Arbitrage profit is not possible O B. Arbitrage profit of 0.12 OC. Arbitrage profit of 0.60 D. Arbitrage profit of 1.22 O E. Cannot be determined