6. The initial price of a stock is 100 and the price after one period is assumed to be 50, 100, or 200. At a cost of C per share, we can purchase at time 0 the option to buy the stock at time 1 for the price of 150. i. Use the arbitrage theorem to find an interval for which there is no arbitrage if C lies in that interval. ii. Show that a weak arbitrage is possible if the cost of the option is equal to either endpoint of the interval determined