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A European call option and put option on a stock both have a strike price of $ 3 0 and an IT I expiration date
A European call option and put option on a stock both have a strike price of $ and an IT I expiration date in three months. Both sell for $ The riskfree interest rate is per annum, and the current stock price is $ The stock does not pay dividends. Identify the arbitrage opportunity open to a trader.
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