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(3 points) Consider the following security prices: Security3-monthEuropeancallwhoseexerciseprice=$253-monthEuropeanputwhoseexerciseprice=$25theunderlying(non-dividend-paying)stock3-monthT-bill(facevalue=$100)Price$1.80$0.50$26.45$99.25 Is there an arbitrage opportunity? If so, how would take advantage of it

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(3 points) Consider the following security prices: Security3-monthEuropeancallwhoseexerciseprice=$253-monthEuropeanputwhoseexerciseprice=$25theunderlying(non-dividend-paying)stock3-monthT-bill(facevalue=$100)Price$1.80$0.50$26.45$99.25 Is there an arbitrage opportunity? If so, how would take advantage of it

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