Question 10 1 pts . This question is based on the same data for a two-period binomial model as the previous question The stock's price is $100. After three months. It either goes up and gets multiplied by the factor U- 1.13847256, or it goes down and gets multiplied by the factor D-0.88664332 Options mature after T-0.5 year and have a strike price of K - $105. The continuously compounded risk-free interest rater is 5 percent per year. Today's European call price is c and the put price is p. Call prices after one period are denoted by cy in the up node and cp in the down node. Call prices after two periods are denoted by Cup in the "up, and then down node" and so on. Put prices are similarly defined. Suppose a trader quotes a put price of $6. Then, you can make an immediate arbitrage profit of . . $7.66 by selling the synthetic put and buying the market-quoted put $7.66 by buying the synthetic put and selling the market-quoted put $241 by buying the synthetic put and selling the market-quoted put None of these answers is correct. $2.41 by selling the synthetic put and buying the market-quoted put