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Given the following option prices: (d) what is the prevailing outright forward price? (1 mark) (e) what are the maximum and minimum arbitrage-free prices for the Call and Put Options strike $147.00 ? (4 marks) (f) if the price of the Call strike $147.00 is $5.53, what is the arbitrage-free price of the Put strike $147.00 ? (1 mark) (g) assume the prices for the Call and Put Options strike $147.00 are $7.57 and $2.50 respectively. Identify the five possible arbitrages, explaining in each case: - the source of the arbitrage (i.e. what price is too high or low in respect of which constraints) - what trade(s) you would do to monetize the arbitrage, specifying notionals and premiums paid/received - what the best and worst outcomes would be in cash terms and under which scenarios (18 marks) All the options in this question are European Options with the same underlying (whose numerator unit is \$). Assume zero interest rates. Answers should be to 2 decimal places