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 Call 80 Call 90 Call 100 Put 80 Put 90 Put 100 Market Price 40 38 32 30 34 40 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