(10 pts) Suppose that we have the following 4 European call and put options with the same maturity time T in the financial market: Suppose that the continuous compounding interest rate r=0.05 in the market and the maturity time T=1. Can you choose a portfolio using some of the options from the table and the Bank account to find an Arbitrage profit ? If yes, be specific about your Arbitrage portfolio. If no, prove your argument. (Hint: apply the put-call parity and consider C100(0)P100(0)C110(0)+P110(0).) (10 pts) Suppose that we have the following 4 European call and put options with the same maturity time T in the financial market: Suppose that the continuous compounding interest rate r=0.05 in the market and the maturity time T=1. Can you choose a portfolio using some of the options from the table and the Bank account to find an Arbitrage profit ? If yes, be specific about your Arbitrage portfolio. If no, prove your argument. (Hint: apply the put-call parity and consider C100(0)P100(0)C110(0)+P110(0).)