Please include all steps and reasoning. Thank you!

Problem 2. (8 points) On the market there are an American put and an American call options with the same strike price X = $90 that expire in six months. The current stock price is S(0)-$90, the continuously compounded interest rate is r-10% and the call and put prices are CA $12 and PA $2. Find an arbitrage opportunity and explain clearly why it leads to arbitrage. Problem 2. (8 points) On the market there are an American put and an American call options with the same strike price X = $90 that expire in six months. The current stock price is S(0)-$90, the continuously compounded interest rate is r-10% and the call and put prices are CA $12 and PA $2. Find an arbitrage opportunity and explain clearly why it leads to arbitrage