We observe the following call options and exercise prices. They are all written on the same stock with the same time to maturity. exercise call Options price value 1 62 10.89 2 63 8.91 3 68 4.41 4 72 0.45 + A. Suppose you only have access to options 1, 2 and 3. Is there an arbitrage opportunity among all three options? If yes, please suggest a trading strategy and calculate the expected profit. B. Suppose you only have access to two of the first three options at a time. Is there an arbitrage opportunity? Assume that the time to maturity is 1.15 years and that the continuously compounded interest rate is 2.85% p.a. C. Suppose you only have access to options 2, 3 and 4. Is there an arbitrage opportunity among the three options? If yes, please suggest a trading strategy and calculate the expected profit. We observe the following call options and exercise prices. They are all written on the same stock with the same time to maturity. exercise call Options price value 1 62 10.89 2 63 8.91 3 68 4.41 4 72 0.45 + A. Suppose you only have access to options 1, 2 and 3. Is there an arbitrage opportunity among all three options? If yes, please suggest a trading strategy and calculate the expected profit. B. Suppose you only have access to two of the first three options at a time. Is there an arbitrage opportunity? Assume that the time to maturity is 1.15 years and that the continuously compounded interest rate is 2.85% p.a. C. Suppose you only have access to options 2, 3 and 4. Is there an arbitrage opportunity among the three options? If yes, please suggest a trading strategy and calculate the expected profit