Today is February 6, 2020. Consider the following American option prices on AT\&T stock, which is currently priced at $44.5. The expiration dates are February 18 (12 days to maturity), March 23 (46 days to maturity), and May 18 (102 days to maturity). The continuously compounded risk-free interest rate is constant at 5% per year. a) ( 3 points) Are there any profit (arbitrage) opportunities regarding any of the K=35 call options (Note you do not need to consider put options here. Just the call options with strike price =35). b) (4 points) Assume options are now European. Compute the European put-call parity for May 35 options. Is the put call parity violated? If yes, how would you exploit it