S: stock price

P: put value

C: call value

K: strike/exercise price

e: Euler's constant

r: risk-free interest rate

T-t: expiration date

Suppose S = $100, P = $10,C = $20, and r = In (1). A. If the strike price is $110, does the put-call parity equation hold (assume T - t = 1 year)? B. Now, if K = 105, and the other numbers stayed the same, what would r have to be in order for the put-call parity equation to hold? C. Go back to part (a). List out step-by-step of how an individual could exploit the arbitrage opportunity. D. Using your answer in part C, how much profit can an individual make from exploiting this arbitrage opportunity? Suppose S = $100, P = $10,C = $20, and r = In (1). A. If the strike price is $110, does the put-call parity equation hold (assume T - t = 1 year)? B. Now, if K = 105, and the other numbers stayed the same, what would r have to be in order for the put-call parity equation to hold? C. Go back to part (a). List out step-by-step of how an individual could exploit the arbitrage opportunity. D. Using your answer in part C, how much profit can an individual make from exploiting this arbitrage opportunity