A one-month. European put option on a non-dividend-paying stock is currently selling for $2.50. The stock price
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A one-month. European put option on a non-dividend-paying stock is currently selling for
$2.50. The stock price is $47, the strike price is $50, and the risk-free interest rate is 6%
per annum. What opportunities are there for an arbitrageur? POL78
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