1. The appendix at the end contains the prices of a set of Google Call options. They have 59 days to maturity (T=59 days). Suppose the risk-free rate is 0% per annum. The stock price of Google was 738.06. Assume all the options are European Options. a. Find two options for which the low boundary condition DOES NOT Hold and thus arbitrage opportunities exist. Calculate the minimum arbitrage prot. Option 1: Strike Profit per Contract Option 2: Strike Profit per Contract In general, if a call option does not satisfy the low boundary condition, we (buyfsell) the option, (longishort) the stock, and (lend/Borrow) to realize arbitrage profit. b. Find two pairs of options for which the relationship CW1) ECWENW K2>K1 DOES NOT HOLD and thus arbitrage opportunities exist. Calculate the minimum arbitrage prot. Pair 1: Strikes and ; Minimum Profit Pair 2: Strikes and ; Minimum Profit In general, if the relationship does not hold, we (buylsell) the option with high strike price, [buy/sell) the option with low strike price. c. Find two pairs of options for which the relationship C(Kll'quus'Klfor K2>K1 DOES NOT HOLD and thus arbitrage opportunities exist. Calculate the minimum arbitrage prot. Pair 1: Strikes and ; Minimum Profit Pair 2: Strikes and ; Minimum Profit In general, if the relationship does not hold, we (buylsell) the option with high strike price, {buyfselh the option with low strike price. d. Find two triples of options for which, one can construct a risk-free long buttery strategy and calculate the maximum and minimum prot. Triple 1: Strikes and . Maximum prot and minimum prot Triple 1: Strikes , and . Maximum prot and minimum prot