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A European call on OPSY stock with a strike price of $22.50 is worth $1.75. Let the present value of the strike price be $22.25.
A European call on OPSY stock with a strike price of $22.50 is worth $1.75. Let the present value of the strike price be $22.25. A European put on the stock with identical terms is worth the same. If the price of OPSY stock is $22, the arbitrage profit that you can create today by trading the stock and other related securities is
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