In the Simulator introduction video, why it stated that "to options market-makers, they don't differentiate the calls and puts i.e. long call is long put?" What is the relationship called? What should be the price differential between a call and put of the same strike? Graphically show examples how a market maker can use this relationship to make arbitrage profits (do 3 examples, 1 each for strikes at the money, strikes below the underlying price and strikes above the underlying price)