Based on the put$-$call parity relationship, you want to make an arbitrage profit by selling a call, buying a put, and taking a levered equity position. Answer the following three questions.

Stock price $=$$$100$

Call price $($six$-$month maturity with a strike price of $$110)=$$$5$

Put price $($six$-$month maturity with a strike price of $$110)=$$$8$

Risk$-$free interest rate $($continuously compounded$)=10\%$

Following the strategy described above, you need to borrow

$$

$$ $$107\mathrm{.}28$

$$109\mathrm{.}73$

$$104\mathrm{.}64$