A stock is trading at $100 per share. You expected the stock can be either $120 or $90 per share in one year. The strike price is $110 (negative sign indicates write the call, and positive sign indicates long the call), and assuming risk-free rate is 12%, you observed the market price of the option is trading at $6.90 per share of call option. Is there risk-free arbitrage opportunity? If yes, what the present value of the arbitrage profit? What's the present value of the profit per share? A. No, 0,0 . B. Yes, $1.45,$0.44 C. Yes, $1.057,$0.35 D. Yes, $0.32,$0.44