Question: A put option on a stock with a current price of $30, has an exercise price of $32. The price of the corresponding call option

A put option on a stock with a current price of $30, has an exercise price of $32. The price of the corresponding call option is priced at $2.25. The annual risk-free rate is 4.5%, and there are three months until expiration. According to the Put-Call parity, what should be the price of the put.

can you please explain step by step the above question thanks

two A three-month European call option on Telsa stock is currently selling for $3.5. The current stock price is $58, and the strike price for the option is $53. The state bank announced the risk-free rate is 10% per annum for all maturities.

Is there any opportunity for an arbitrageur to profit? Explain your answer?

Show the strategy how an arbitrageur can obtain the arbitrage profit. Compute the profit.

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