please solve the blanks numbered 17, 18, 19, 20, 21, 22, 23, 24

Assuming the stock price is $58, annual interest rate is 1.1% continuous compounding, Call option price is $3,81, put option price is $6.81, both put and call have a strike price of S61 and 3 month to maturity. Our arbitrage strategy should be as follows: At time 0. (17) (long/short) call (18) (long/short) put. (19) (buy/short) the stock (20) (borrow/save) (21) S. our net profit at time - 0 will be (22) At time at maturity, when stock price > exercise price, (23) (call put) option expires and (call/put) option will be exercised, we will (25) (buy/sell) the stock at S: When stock price exercise price (27) (call/put) option expires and (call/put) option will be exercised, we will (29) (buy sell the stock at (30) S. our net profit at time marurity will be (31) (26) (28)