Question
A 1-month European put option on a non-dividend-paying stock is currently selling for $3. The stock price is $56, the strike price is $60. The
A 1-month European put option on a non-dividend-paying stock is currently selling for
$3. The stock price is $56, the strike price is $60. The risk-free interest rate is 6% per
annum for all maturities. What opportunities are there for an arbitrageur? pls write down only solutions, no need to explain how to solve.
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Finance And Economics Readings Selected Papers From Asia Pacific Conference On Economics And Finance 2017
Authors: Lee-Ming Tan , Evan Lau Poh Hock, Chor Foon Tang
1st Edition
9811081468,9811081476
