S0=60, r=8%, Sd=45, Su=70, K=40, Vu=30, Vd=5, use the risk-neutral pricing formula to determine if an arbitrage opportunity exists, if the option selling for $23.0779
V(0)=23.0779, so there is an arbitrage opportunity exists.
V(0)=15.0779, so there is an arbitrage opportunity exists.
V(0)=23.0779, so there is no an arbitrage opportunity exists.
V(0)=15.0779, so there is no an arbitrage opportunity exists.
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