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Assume that the price of an American call with an exercise price of $83 is $6. If the stock price is $91, which of the

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Assume that the price of an American call with an exercise price of $83 is $6. If the stock price is $91, which of the following is true? a. There is no arbitrage b. We must know the dividend to determine if there is an arbitrage c. There is an immediate arbitrage profit of at least $2 d. There is an immediate arbitrage profit of at least $8

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