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A European put option with a strike price of 100 has a price of 5.55 and a European put option with a strike price

A European put option with a strike price of 100 has a price of 5.55 and a European put option with a strike price of 105 on the same stock and same time to expiration has a price of 10.85. How would you exploit any arbitrage opportunity? Possible Answers A Buy the 100-strike put and buy the 105-strike put 8 Buy the 100-strike put and sell the 105-strike put c Sell the 100-strike put and buy the 105-strike put D Sell the 100-strike put and sell the 105-strike put E No arbitrage opportunity exists

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