Question 11 O out of Consider the following three call options on the same underlying stock: Strike price Call premium 55 15 60 13 65 10 Assuming all options expire at the same time, an arbitrageur in this situation would... Selected Answer: b. buy two 55-strike calls, sell a 60-strike call, and buy two 65-strike calls. Answers: a. sell two 55-strike calls, buy a 60-strike call, and sell two 65-strike calls. b. buy two 55-strike calls, sell a 60-strike call, and buy two 65-strike calls. C. buy a 55-strike call, sell two 60-strike calls, and buy a 65-strike call. d. do nothing because arbitrage is not possible. e. sell a 55-strike call, buy two 60-strike calls, and sell a 65-strike call. a