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(10 points) Near market closing time on a given day, you lose access to stock prices, but some European call and put prices for a
(10 points) Near market closing time on a given day, you lose access to stock prices, but some European call and put prices for a stock are available as follows:
Strike price Call price put price
$40 $11 $4
$50 $6 $8
$55 $4 $11
All six options have the same expiration date. Review the information above and identify if there is any possible arbitrage.
If so, what is the profit value?
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