Assign 2 spring 2022 - Excel ? 0 - 5X FILE HOME INSERT PAGE LAYOUT FORMULAS DATA REVIEW VIEW NITRO PRO 10 Vik Agrawal - Cut Normal Bad Good EX AutoSum Calibri 14 - A" A Wrap Text General AY H Copy - + Fill Paste BIU . . LA . =3 Merge & Center $ ~ % " 80 $.0 Conditional Format as Neutral Calculation Check Cell Insert Delete Format Sort & Find & 41 Format Painter Clear Formatting * Table Filter Select ~ Clipboard Font Alignment Number Styles Cells Editing N5 . I X V fx A B C D E F G H J K L M N O P O R S T U V W Fina 6276 Spring 2022 N UI A W 6 All questions are equally weighted. 1) You have three European 3-Month XYZ calls with exercise prices 100, 120 and 130. The calls are at $8, 5 and 3, respectively. Do wou see any arbitrage opportunity? Justify your answer. 10 2) You have XYZ trading at $42. European 6-month 40 calls and puts are traded at: 11 call put 12 bid/ask 5 / 5.5 2.75 / 3.25 13 Assuming the risk free rate is 0%, do you see any arbitrage opportunity? Justify your answer. 14 3) CREATE A PORTFOLIO WITH THE FOLLOWING PAYOFFS: 15 16 3 St IF St