Question 3 1 pts Prices for American calls with strike prices 128, 156, and 182 are provided below. Strike Price 128 156 182 Call 40 30 7 Premium An arbitrage opportunity exists by creating a portfolio that involves calls with all three strike prices. Let N be the number of 128-strike calls bought or sold in the portfolio, and let M be the number of 182-strike calls bought or sold in the portfolio. Calculate the ratio N/M. O 1.114 O 0.836 O 0.929 01.021 O 0.743 Question 3 1 pts Prices for American calls with strike prices 128, 156, and 182 are provided below. Strike Price 128 156 182 Call 40 30 7 Premium An arbitrage opportunity exists by creating a portfolio that involves calls with all three strike prices. Let N be the number of 128-strike calls bought or sold in the portfolio, and let M be the number of 182-strike calls bought or sold in the portfolio. Calculate the ratio N/M. O 1.114 O 0.836 O 0.929 01.021 O 0.743