A European call with a maturity of six months and exercise price X = 80, written on
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A European call with a maturity of six months and exercise price X = 80, written on a stock whose current price is 85, is selling for \($12.00;\) a European put written on the same stock with the same maturity and with the same exercise price is selling for \($5.00.\) If the annual interest rate (continuously compounded) is 10 percent, construct an arbitrage from this situation.
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