(ii) Consider the case at t=0 where the current share price is S(t = 0) = 110, a put option with E= 50 is priced at 5, a call option with E2 = 100 is priced at 55, and a call option with E3 = 200 is priced at 2, all of the options have one year left until expiry. The current risk free interest rate is a constant 6% per annum. Construct a portfolio to exploit the arbitrage opportunity and calculate the minimum profit made. (ii) Consider the case at t=0 where the current share price is S(t = 0) = 110, a put option with E= 50 is priced at 5, a call option with E2 = 100 is priced at 55, and a call option with E3 = 200 is priced at 2, all of the options have one year left until expiry. The current risk free interest rate is a constant 6% per annum. Construct a portfolio to exploit the arbitrage opportunity and calculate the minimum profit made