Problem 3 (Put-Call estimates of American options). (5 pts) On the market there are an American put and an American call options with the same strike price K=$90 that expire in six months. The current stock price is S0=$90, the continuously compounded interest rate is r=10% and the call and put prices are C0A=$12 and P0A=$2. Find an arbitrage opportunity and explain in detail why it leads to an arbitrage