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7. Suppose that we have three European calls with strikes 30, 35, and 40 and the same maturity 1 month. Their prices are 10.00, 8.00,
7. Suppose that we have three European calls with strikes 30, 35, and 40 and the same maturity 1 month. Their prices are 10.00, 8.00, 5.00. Is it possible to do an arbitrage? 7. Suppose that we have three European calls with strikes 30, 35, and 40 and the same maturity 1 month. Their prices are 10.00, 8.00, 5.00. Is it possible to do an arbitrage
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