Suppose the risk$-$free interest rate in the market is $2\%$ p$.$a$.$ and a unit of a non$-$dividend

paying stock currently costs $24.$ Which of the following options expiring in one year

create arbitrage opportunities?

Select one or more:

a$.$ A european put option with strike $23$ and current price $1\mathrm{.}23$

b$.$ An american put option with strike $25$ and current price $0\mathrm{.}97$

c$.$ A european call with strike price $23$ and current price $1\mathrm{.}23$

d$.$ A european call with strike price $25$ and current price $1\mathrm{.}34$