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11- S = $50, C (X=$60) =$2, P(X=$60) =$12, r=10%, T=1 year. All options are European. Is there an arbitrage opportunity here? Explain. For all

11- S = $50, C (X=$60) =$2, P(X=$60) =$12, r=10%, T=1 year. All options are European. Is there an arbitrage opportunity here? Explain. For all questions above: C=call price, P=put price, S=stock price, X=exercise price, r=risk-free rate, T=maturity

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