1.1. Construct an arbitrage strategy to demonstrate that an option price of 6 would be too low for a call option with strike 96 in the following model: SU (1) = 120 A(1) = 12 S(0) = 75 A(0) = 10 SD(1) = 72 A(1) = 12 = 1.1. Construct an arbitrage strategy to demonstrate that an option price of 6 would be too low for a call option with strike 96 in the following model: SU (1) = 120 A(1) = 12 S(0) = 75 A(0) = 10 SD(1) = 72 A(1) = 12 =