a stock with stock price $36 has a call available on it, with premium of $6. the strike price is $38 and expiration is 300 days from today. the stock also has a put with the same strike price and expiration as the above call, available for a put premium of $5. both options are european, there are no dividends paid on the stock, and the interest rate for the expiration period is 12% per year. which strategy below demonstrates arbitrage: selected answer: correct buy the call, buy a bond, write the put, sell stock