Please help me.

Q.1 Work on the following arbitrage problem! PAYOFF TABLE Payoffs for Each Asset and Portfolio For given Stock Price at Expiration, t= T Position Current CF at t-o $250 Asset-A$220 $200 $125 ! Asset-Z-$? $100 TOTAL VALUE of transactions (PORTFOLIOs) Suppose the price of Asset-Z is $118. Do you have arbitrage opportunity? IF no, WHY? If yes, how can you take advantage of it? You must show your work, which means that transactions you are going to make will lead to arbitrage profit. Q.1 Work on the following arbitrage problem! PAYOFF TABLE Payoffs for Each Asset and Portfolio For given Stock Price at Expiration, t= T Position Current CF at t-o $250 Asset-A$220 $200 $125 ! Asset-Z-$? $100 TOTAL VALUE of transactions (PORTFOLIOs) Suppose the price of Asset-Z is $118. Do you have arbitrage opportunity? IF no, WHY? If yes, how can you take advantage of it? You must show your work, which means that transactions you are going to make will lead to arbitrage profit