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Which of the following pairs of options result in mispricing and arbitrage opportunity? I. Put (55)=$5 and Put(65)=$3 II Call (55)=$5 and Call (65)=$3 III.

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Which of the following pairs of options result in mispricing and arbitrage opportunity? I. Put (55)=$5 and Put(65)=$3 II Call (55)=$5 and Call (65)=$3 III. Put (35)=$2 and Put(45)=$1 I only II only I and II only I and III only II and III only III only None

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