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Given the following prices of puts and calls and the risk free return of 10% until the maturity of those options, find (i) the price

Given the following prices of puts and calls and the risk free return of 10% until the maturity of those options, find

(i) the price of underlying asset price and

(ii) any trading which can generate arbitrage opportunity and verify that it actually generates an arbitrage opportunity

Strike Price	Call	Put
950	120.0	51.8
1000	93.8	74.2
1020	84.5	84.5
1050	71.8	101.2
1107	51.9	137.2

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