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A European put option with strike price 573.82, maturing in 6 months time has price $5.61. The underlying stock (which pays no dividends) has price

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A European put option with strike price 573.82, maturing in 6 months time has price $5.61. The underlying stock (which pays no dividends) has price 565.91. Interest rates, with continuous compounding are 3.100 per annum. What is the arbitrage opportunity? Write the put option, long the stock Buy the put option, short the stock Buy the pot option, long the stock Write the put option, short the stock

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