Question: QUESTION 25 Microsoft (MSFT): Current Stock Price = $225 Expiration Strike Price Call Premium Put Premium Dec-24 (24 months from now) $205 27.58 Dec-24 (24

QUESTION 25 Microsoft (MSFT): Current Stock Price = $225 Expiration Strike Price Call Premium Put Premium Dec-24 (24 months from now) $205 27.58 Dec-24 (24 months from now) $220 19.03 Dec-24 (24 months from now) $250 9.04 1.95 4.75 35.86 Assuming the annual risk-free rate is 2%. Use the Put-Call Parity to check the option price with the $250 strike price. C-P = S - X/(1+r)^T What is the arbitrage strategy? (Please describe which call to buy/sell, which put to buy/sell, which rate to borrow/lenc how much money, and which stock to buy or short sell at what price)

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