Question 18 5 pts Suppose that an American put option with a strike price of $103.0 and maturity of 7.0 months costs $14.0. The underlying stock price equals 88. The continuously compounded risk-free rate is 9.25 percent per year. What is the potential arbitrage profit from buying a put option on one share of stock? 0 6.7104 O 1.1783 O 1.0 no arbitrage profit available 0 7.1680