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A stock is selling for $41.60. The strike price on a call, maturing in 6 months, is $45. The possible stock prices at the end

A stock is selling for $41.60. The strike price on a call, maturing in 6 months, is $45. The possible stock prices at the end of 6 months are $35.00 and $49.00. Interest rates are 5.0%. Given an underpriced option, what are the short sale proceeds in an arbitrage strategy?

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