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A non-dividend paying stock is currently traded for 95. A one-month European put option written on the stock with a strike price of 105 is

A non-dividend paying stock is currently traded for 95. A one-month European put option written on the stock with a strike price of 105 is currently selling for 6. The risk-free interest rate is 6.5% per annum. What opportunities does this create for an arbitrageur?

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