Assume that the interest rate is 5%, continuously compounded annually, and consider call and put options of both America

[answerhappygod]

Assume that the interest rate is 5%, continuously compounded annually, and consider
call and put options of both American and European style expiring in 6 months on
non-dividend paying stock. For each of the following scenarios, check if you can find
an arbitrage opportunity and, if you can, describe it:
(i) The strike price of a European put option is $3 and the option is traded at $4.
(ii) The shares are traded at $3 and the American call option is traded at $3.20
Assume that the interest rate is 5%, continuously compounded annually, and consider call and put options of both American and European style expiring in 6 months on non-dividend paying stock. For each of the following scenarios, check if you can find an arbitrage opportunity and, if you can, describe it: (i) The strike price of a European put option is $3 and the option is traded at $4. (ii) The shares are traded at 83 and the American call option is traded at $3.20.