You happen to be checking the newspaper and notice an arbitrage opportunity. The current stock price of Intrawest is $ $22$ per$$ share, and the$$ one$-$year risk$-$free interest rate is $3\%.$ A$$ one$-$year put on Intrawest with a strike price of $ $18$ sells for $ $5\mathrm{.}28,$ while the identical call sells for $ $10\mathrm{.}12.$ Intrawest$$ doesn't pay any dividends. Explain what you must do to exploit this arbitrage opportunity