Question: 5. We consider Amazon stock as the underlying security. The current stock price is $100. Assume zero interest rates and no dividends. (1) If the

5. We consider Amazon stock as the underlying security. The current stock price is $100. Assume zero interest rates and no dividends. (1) If the call option with strike price K=80 at expiry date T is quoted as $101, is there an arbitrage? If so, how would you trade? (2) Is there an arbitrage when the same call (K=80 and expiry date T) is quoted as $19? (3) If the put option with strike price K=110 at expiry date T is quoted as $111, is there an arbitrage? (4) Is there an arbitrage when the same put (K=80 and expiry date T) is quoted as $9

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