(a) European put options with strikes 30 and 20 on the same underlying asset and with the same maturity are trading for $ 5.50 and $ 4, respectively. Can you find an arbitrage, and if so, explain how? (b) Under the assumptions of the Black-Scholes model, prove that the price of a European put option is a convex function of the strike. (a) European put options with strikes 30 and 20 on the same underlying asset and with the same maturity are trading for $ 5.50 and $ 4, respectively. Can you find an arbitrage, and if so, explain how? (b) Under the assumptions of the Black-Scholes model, prove that the price of a European put option is a convex function of the strike