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1 A D G H1 1 1 Pub Aug Oct. Strike Price Calls Aug July Oet. July 155 160 14.00 11.10 10.50 6.00 2.70 0.80

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1 A D G H1 1 1 Pub Aug Oct. Strike Price Calls Aug July Oet. July 155 160 14.00 11.10 10.50 6.00 2.70 0.80 11.NO 810 5.20 3.20 0.20 0.75 215 SINO 8.10 165 170 1.25 275 4.70 7.50 273 4.50 6,70 9.00 6.00 7 3 Stock Price 165.13 0 Relationships Between Exercise Prices American Call Options Calls Put Oct July 33 July Oct X;X; 2C 5.X-CUS.TX) XX P.S.T.X)-PSIX) 23 X 155 155 155 160 160 165 X 160 165 170 165 170 170 X-X 5 10 15 5 10 $ 30 31 Gusti Do these option prices satisfy all boundary conditions? Are there any arbitrage opportunities? 30 41 42 43 44 45 1 A D G H1 1 1 Pub Aug Oct. Strike Price Calls Aug July Oet. July 155 160 14.00 11.10 10.50 6.00 2.70 0.80 11.NO 810 5.20 3.20 0.20 0.75 215 SINO 8.10 165 170 1.25 275 4.70 7.50 273 4.50 6,70 9.00 6.00 7 3 Stock Price 165.13 0 Relationships Between Exercise Prices American Call Options Calls Put Oct July 33 July Oct X;X; 2C 5.X-CUS.TX) XX P.S.T.X)-PSIX) 23 X 155 155 155 160 160 165 X 160 165 170 165 170 170 X-X 5 10 15 5 10 $ 30 31 Gusti Do these option prices satisfy all boundary conditions? Are there any arbitrage opportunities? 30 41 42 43 44 45

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