Question
1.Using the AAPL option chain and put call parity, assume the at the money strike of 225 and a Rf of 0.50%, also assume the
1.Using the AAPL option chain and put call parity, assume the at the money strike of 225 and a Rf of 0.50%, also assume the actual mean put quote is $7.00.Derive the riskless arbitrage profits and explain all the arbitrage steps to accomplish this.
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Fundamentals of Investment Management
Authors: Geoffrey Hirt, Stanley Block
10th edition
0078034620, 978-0078034626
