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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?
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