1 pts Question 25 ve You use Put Call Parity to determine if there is an arbitrage opportunity on a non-dividend paying stock You determine the following: Ke='T + c > So + p What actions do you take today to begin the arbitrage? Buy the call, buy the put, buy the stock, borrow (c + p + So) O Sell the call, sell the put, short the stock, invest (c + p + So) O Buy the call, sell the put, short the stock, invest (So+p-c) O Sell the call, buy the put, buy the stock, borrow (So+p-c) No new data to save, Last checked at 3:24pm Submit Quiz