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Assume no dividends. The Lower Bound of European Put Option Price (Ke-rT S0) is 150. The actual European Put Option Price (p) is 120. Which

Assume no dividends. The Lower Bound of European Put Option Price (Ke-rT S0) is 150. The actual European Put Option Price (p) is 120. Which of the following is correct?

(A) There is an arbitrage opportunity with this put option

(B) This put option is correctly priced based on no arbitrage

(D) All of the above

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