Question: This problem involves American options. Suppose you observe in the market an American call option C80(100, t) trading at a price of $10. Does an

This problem involves American options. Suppose you observe in the market

This problem involves American options. Suppose you observe in the market an American call option C80(100, t) trading at a price of $10. Does an arbitrage opportunity exist? If so, what is the exact arbitrage profit amount? If not, enter zero

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