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5) Suppose call and put prices are given as follows: Strike 50 55 60 Call premium 18 14 9.5 Put Premium 7 10.75 14.45 What

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5) Suppose call and put prices are given as follows: Strike 50 55 60 Call premium 18 14 9.5 Put Premium 7 10.75 14.45 What no-arbitrage property is violated? What spread do you need to construct to engage in arbitrage. What is the magnitude of the arbitrage profits

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