For a European call option on a stock expiring at time T, you are given the following prices:

Strike Price	Call Premium
40	60
K	45
80	40

You are also told that K is larger than 40 but less than 80.

Given that the continuously compounded risk-free rate is 0, which of the following is the possible value of K such that no arbitrage opportunity exists?

1. 54

2. 67

3. 71

4. 73

5. 75

Please Provide full explanation on the problem