Question 6: (9 points) Consider a market in which a risk-free asset, with current value Bo = $1, earns risk-free interest at an effective annually compounded discrete rate of 10%. A risky asset, with current value So = $100, can take values in one year of $150 or $100, with respective probabilities 0.6 and 0.4. A European call option on the risky asset maturing in one year, with a strike price of $100, is currently trading at $25. Is this market arbitrage-free? If so, please explain why. If not, construct an arbitrage portfolio and explain the possible profit