1. Tucker Inc. common stock currently trades for $90/share. 6-month European put options on the stock

1. Tucker Inc. common stock currently trades for $90/share. 6-month European put options on the stock have an exercise price and premium of $93 and $4, respectively. The annual risk free rate is 2%. What should be the value of a 6-month European call option on the stock with an exercise price of $93 according to put-call parity? Round intermediate steps to four decimals and your final answer to two decimals.
a. 7.90
b. 0.065
c. 1.93
d. 2.84
e. 2.15
2. Suppose 6-month European call options with an exercise price of $93 actually have a market price of $2.15. Which of the following strategies could you employ to earn an arbitrage return?
a. Short the market call, buy the stock, buy the put and short the present value of the exercise price at the risk-free rate.
b. Buy the market call, short the stock, short the put and invest the present value of the exercise price at the risk-free rate.
c. Short the market call, buy the stock, buy the put and invest the present value of the exercise price at the risk-free rate.
d. Arbitrage is not possible.
e. None of the above.
3. Find the arbitrage profit you could earn per call option.
a. 575
b. 209
c. 69
d. 22
e. 0
I have bolded the answers I got. I just want to double check my work. If one of the answers is wrong, please let me know why. Thank you!