Suppose that a non-dividend paying stock price is traded at a price SO- $100 today. The price of a one-year E that the risk-free rate is equal to zero, uropean put option, with exere uppose (a) What should be the price CO of a one-year European call option on the stock with the same exercise price as the put, X - $90? (b) Suppose that the one-year European call options on the stock trade at Co-$15. How would you setup an arbitrage? Describe payoffs on each of your portfolio position after a year your trades at time zero, as well as the