期权求解以及债券久期

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RT，我一个人大的小学期作业，本人不是金融专业，好不容易把英语看懂，发现专业知识不够。。。。
金融的同学，帮帮忙吧，在此先谢过了。~
Question 2
The stock price is100. There are three European call options in the market, with the strike priceK and the option price C respectively
K
95
100
105
C
20
15
10
Assume nodividends issued by stocks.
Is there anarbitrage opportunity in the market and why?

Question3
In the following,you are given 5 bonds. Suppose coupons of all bonds are paid semiannually, thebond principal 100 is paid at the bond maturity
a)
Calculatethe spot rate for each maturity
b)
Calculatethe duration for each bond

Years to Maturity	0.5	1	1.5	2	2.5
Bond price	98	99	99	98	97
Coupon per year	0	4	5	5	5
Spot rate	?	?	?	?	?
Duration	?	?	?	?	?

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关键词：respectively Opportunity calculate Arbitrage PRINCIPAL 求助 期权

Q2. has arbitrage.
Q3 is easy. just read your textbook