2) Given below are some statistics regarding IBM stock and its options. The current (November 8) stock price is $140. The implied volatilities for puts and calls at different strike prices are as follows: Assume that the options on IBM are European-style. The modified Black-Scholes model used for computing the implied volatilities above accounts for dividends. Do you see any arbitrage opportunity based on the above information, assuming that the above implied volatilities translate into prices at which you can trade? If so, state exactly how you would carry out the arbitrage i.e., what would you buy and what would you sell