Question 2 Prices for American calls and puts with strike prices 113, 121, and 126 are provided below. Strike Price 113 121 126 Call |17 |15 |11 Premium Put |14 Premium 20 26 Based on the information provided, which of the strategies below represent an arbitrage opportunity? Buy 113-Strike Put, Sell 121-Strike Put Sell 113-Strike CallI, Buy 126-Strike Call Buy 113-Strike Put, Sell 126-Strike Put Buy 121-Strike Put, Sell 126-Strike Put Sell 121-Strike Call, Buy 126-Strike Call Sell 113-Strike Call, Buy 121-Strike Call

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