You are considering purchasing a put option on a stock with a current price of $104. The exercise price is $105, and the price of the corresponding put option is $4.00. and the call option is traded at $5.00 in the market. According to the put-call parity theorem, if the risk-free rate of interest is 10%, and there are 180 days until expiration, is there any arbitrage profit opportunity? If yes, how to exploit the arbitrage profit and how much is the arbitrage profit