The price of a stock that does not pay dividends is currently $35, and the risk-free rate
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The price of a stock that does not pay dividends is currently $35, and the risk-free rate is 4 percent. A European call option on the stock, that has a strike price of $35 and that expires in six months, sells for $3.04.
A European put option on the same stock with the same strike price sells for $2.35. Is there an arbitrage opportunity here? If so, what is it?
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Related Book For 
Fundamentals Of Corporate Finance
ISBN: 9781119795438
5th Edition
Authors: Robert Parrino, David S. Kidwell, Thomas W. Bates
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