Consider the case at = 0 where the current share price is S0 = 110, a put option with K1 = 50 is priced at 5, a call option with K2 = 100 is priced at 5.5, and a call option with K3 = 200 is priced at 2, all of the options have one year left until expiry. The current risk free interest rate is a constant 6% per annum. Construct a portfolio to exploit the arbitrage opportunity and find the risk-free profit.