Problem 3 (10 pts) Suppose that we have the following 6 European Call and Put options written on the same underlying stock with the same maturity T = 1 year in the financial market: Assume that Type Strike Price Market Price Call 80 40 Call 90 38 Call 100 32 Put 80 30 90 34 Put 100 40 Put the Bank account follows the continuous compounding interest rate r > 0. Can you choose a portfolio using some of the options from the table and the Bank account to obtain an arbitrage profit? If yes, be specific of your arbitrage portfolio and arbitrage profit. If no, prove your argument