Use the following information to answer the following questions Given the following data Stock Price: $52 Strike Price: $50 Days to Maturity: 75/365 Risk Free Rate .10 Standard Deviation of Returns: .23 Using the Black-Scholes option pricing model calculate the equilibrium value of the call option and the option delta neutral value. Using the Black-Scholes put-call parity relationship calculate the equilibrium value of the put option. Assume that the call option is currently priced at $6.50. Is this price consistent with the Black Scholes equilibrium call value? Explain precisely what portfolio you would construct to take advantage of any mispriced securities in the market. If an arbitrage profit exists, state precise what this profit is and how it is generated