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Three call options expire in 9 months. The options have the same underlying asset, but with different strike prices and premiums. 110 120 Strike 90

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Three call options expire in 9 months. The options have the same underlying asset, but with different strike prices and premiums. 110 120 Strike 90 Call Premium 25 a b Which of the following are possible values for a and b such that no arbitrage opportunity exists? A a = 4, b = 10 B a = 5, b = 10 a = 10, b = 2 D a = 10, b = 5 E a = 26, b = 20

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