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37. Which of the following represents an arbitrage opportunity where you would do the following: buy the call, sell the put, sell the stock, and

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37. Which of the following represents an arbitrage opportunity where you would do the following: buy the call, sell the put, sell the stock, and buy a risk-free security. S= 110, X = 100, r=0, T=1 a. P=2, C=12 b. P=5, C=15 c. P=12, C=23 d. P=5, C=12 Answer D

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