2011 9 - CL one-year put option with A current stock price is $5o, and does Currently pay dividendste these me 2 The value of compounded Call option with strike price is $60.is $18 and the value of Strike price $60 is $22. a. Is there an arbitrage if these are European options? Explain. b. Bo there an arbitrage of these are American options? Explein 2011 9 - CL one-year put option with A current stock price is $5o, and does Currently pay dividendste these me 2 The value of compounded Call option with strike price is $60.is $18 and the value of Strike price $60 is $22. a. Is there an arbitrage if these are European options? Explain. b. Bo there an arbitrage of these are American options? Explein