- Call option with strike price K1 =380 is currently priced at $14.6 - Put option with strike price K1 $80 is currently priced at 57.20 - Call option with strike price K2-595 is currently priced at 35.27 - Put option with strike price K2=\$95 is currently priced at $13.8 The annual risk-free rate is 3% and the term structure is flat (consider annual compounding). The underlying asset is not oxpected to pay any dividends in the next two months. Construct an arbitrage strategy that does not require trading the underlying asset and complete the following cash flow table. ST denotes the price of the underlying asset at the expiration date of the options