Part A. [Lower Bound of European Call Option Prices] Suppose that : c = 10 S0 = 100 K = 90 r = 4% T = 1 Given the above information on European call option price (c), spot price (S0), strike price (K), risk-free rate (r), and time-to-maturity (T), verify if there is an arbitrage opportunity. If there is an arbitrage opportunity, discuss how you can construct an arbitrage strategy using the above information