1please 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

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1please 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

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1please 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

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