(NO EXCEL) OPTION EXPIRES IN TWO MONTHS. Suppose you have two-month European Call/Put, options both At-The-Money options on stock AAA. Both options sell for $8.00. Stock AAA current price is $200. A dividend of $2 per share is expected one month from now. (Assume 590 IR if applicable) (This is the second time I am posting this question, need it to study. So please answer the question to the best of your ability, everything needed to answer the question has been provided, as I have not been provided with any more information than this. 1) Does an arbitrage opportunity exist regarding the securities market for T-bills, or AAA stock/options Explain 2) Now completely specify a set of FOUR arbitrage trades including actions taken now and at the end of expiration. Now a) b) c) d) and At Exp