6. Two arbitrage problems. a. (10) If r = 0.01, T-t=1, and C60(65, t) - P60 (65, t) = 1, carry out all details how to make money. In other words, explicitly explain what to sell, buy, etc. b. (10) If an European Call, with C60.(90) = 10, suddenly becomes an American Call, how can you make money and how much? 6. Two arbitrage problems. a. (10) If r = 0.01, T-t=1, and C60(65, t) - P60 (65, t) = 1, carry out all details how to make money. In other words, explicitly explain what to sell, buy, etc. b. (10) If an European Call, with C60.(90) = 10, suddenly becomes an American Call, how can you make money and how much