(10 pts) Use the arbitrage arguments to prove that in a simple market model, the price of a call option with strike price K > 0 and expiring at time T = 1 must satisfy C(0) S(0), where C(t) is the price of the call option and S(t) the stock price for t = 0,1. (10 pts) Use the arbitrage arguments to prove that in a simple market model, the price of a call option with strike price K > 0 and expiring at time T = 1 must satisfy C(0) S(0), where C(t) is the price of the call option and S(t) the stock price for t = 0,1