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6-A European put option with strike $25 expiring in 6 months is priced at $2.5. The underlying is a non- dividend paying stock, currently priced

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6-A European put option with strike $25 expiring in 6 months is priced at $2.5. The underlying is a non- dividend paying stock, currently priced at $27.5. The risk-free rate is 3% per year a) If the market value of a call option on the same underlying, having the same strike and expiring in 6 months is $7, what arbitrage opportunities exist

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