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( 8) Suppose that: p stock). The put option expires in 1 year. Is there an arbitrage opportunity? $37, T- 1.0, r-5%, X - $39,

( 8) Suppose that: p stock). The put option expires in 1 year. Is there an arbitrage opportunity? $37, T- 1.0, r-5%, X - $39, D-0, (non-dividend-paying $1.50, So

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