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The current price of a 6-month European put option on a dividend-paying stock is $2. The current stock price is $95, the strike price is $100, and the annual interest rate is 5%. A dividend of $0.3 is anticipated to pay in 8 months.

Questions:

1(a) is the boundary condition violated? Explain your answer

1(b) Verify your trading positions taken at point in time for the arbitrage opportunity

1(c) what is the arbitrage strategy based on put-call parity if a European call with the identical price and expiry, trading at $2 is observed?