Question
an stock is selling for $59.26 per share. Interest rate is 10%. Calls and puts with a $55 strike and one year until expiration are
an stock is selling for $59.26 per share. Interest rate is 10%. Calls and puts with a $55 strike and one year until expiration are selling for $8.4 and $9.8, respectively. What potential arbitrage profit? if we invest in just one call, one put, one share of stock.
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Business Analysis And Valuation Using Financial Statements Text And Cases
Authors: Krishna G. Palepu, Paul M. Healy, Victor Lewis Bernard, W.Gordon Filby
2nd Edition
0324015658, 9780324015652
