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Which of the following pairs of options result in mispricing and arbitrage opportunity?
I. Call(50) = $4 and Call(55) = $2
II. Put(50) = $4 and Put(55) = $2
III. Call(40) = $6 and Call(45) = $8
| | A. | I only |
| | B. | II only |
| | C. | I and II only |
| | D. | I and III only |
| | E. | II and III only |
| | F. | III only |
| | G. | None |
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