4) r-5% (..), T (option expiry)-6 months. Assume we have the following table of call option prices: Strike Price Call Premium K1 = 79 K2-80 K3- 84 S6.06 S5.62 S3.67 a) Find so that K2 = Kl + (1-A)K3 b) Is there a possible arbitrage? Justify your answer c) If there is a possible arbitrage, what i:s your arbitrage portfolio? d) Sketch (or use a spreadsheet graph preferred!) the payoff and profit diagrams for you arbitrage portfolio at time T. (Unlike in class, don't neglect the FV factor for the cash flow!)