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Suppose the risk-free interest rate in the market is 2% p.a. and a unit of...

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Suppose the risk-free interest rate in the market is 2% p.a. and a unit of a non-dividend paying stock currently costs 24. Which of the following options expiring in one year create arbitrage opportunities? Select one or more: a. A european call with strike price 25 and current price 1.34 b. An american put option with strike 25 and current price 0.97 c. A european put option with strike 23 and current price 1.23 d. A european call with strike price 23 and current price 1.23

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