1. Given the following prices of puts and calls and the risk free return of 10% until the maturity of those options, find (i) the price of underlying…

1.    Given the following prices of puts and calls and the risk free return of 10% until the maturity of those options, find (i) the price of underlying asset price and (ii) any trading which can generate arbitrage opportunity and verify that it actually generates an arbitrage opportunity.

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