The following prices are given for American call options on a stock whose current price is $100 Strike Price Expiration Month March EM June 95 11 10 100 8 8 105 2 5 Construct three portfolios for making arbitrage profits, showing the cash flows coming from each portfolio

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The following prices are given for American call options on a stock whose current price is $100. Strike Price Expiration Month = March EM =

The following prices are given for American call options on a stock whose current price is $100.

Strike Price	Expiration Month = March	EM = June
95	11	10
100	8	8
105	2	5

Construct three portfolios for making arbitrage profits, showing the cash flows coming from each portfolio.

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