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All questjons are equally weighted. 1) You have three European 3-Month XYZ calls with exercise prices 100, 120 and 130. The calls are at $8, 5 and 3, respectively. Do wou see any arbitrage opportunity? Justify yur answer 2) You have XYZ trading at $42. European 6-month 40 calls and puts are traded at call put All questjons are equally weighted. 1) You have three European 3-Month XYZ calls with exercise prices 100, 120 and 130. The calls are at $8, 5 and 3, respectively. Do wou see any arbitrage opportunity? Justify yur answer 2) You have XYZ trading at $42. European 6-month 40 calls and puts are traded at call put