2 Question 2 (no code) 2.1 Case 1 . In this question, the stock does not pay dividends. . The prices of an American call C and American put P with the same strike K and expiration T (and on the same stock S) satisfy the following arbitrage bounds . Suppose that at time to (today), So = 100.5, K = 100 and e-r(T-to)-0.99 . All symbols have their usual meanings. . An American call and put both trade today at C P 100. . Formulate an arbitrage strategy to take advantage of the above mispricing. 2.2 Case 2 In this question, the stock does not pay dividends. . The prices of two American calls C1 and C2 with strikes Ki and K2, respectively (and K1