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8. From the following set of option prices, the price of the call and put of strike 108 are correct. However, any remaining option prices

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8. From the following set of option prices, the price of the call and put of strike 108 are correct. However, any remaining option prices may be wrong, and therefore provide an arbitrage opportunity. By examining the prices, please identify three arbitrage trades. Assume that the underlying does not pay dividends. Interest rates are zero. The prices for the put of strike 105, and call of strike 107.5 are not available. All options are American in style. 8. From the following set of option prices, the price of the call and put of strike 108 are correct. However, any remaining option prices may be wrong, and therefore provide an arbitrage opportunity. By examining the prices, please identify three arbitrage trades. Assume that the underlying does not pay dividends. Interest rates are zero. The prices for the put of strike 105, and call of strike 107.5 are not available. All options are American in style

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