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Assume that the stock price is $56, call option price is $9, the put option price is $5, risk-free rate is 5%, the maturity of
Assume that the stock price is $56, call option price is $9, the put option price is $5, risk-free rate is 5%, the maturity of both options is 1 year , and the strike price of both options is 58. An investor can __the put option, ___the call option, ___the stock, and ______ to explore the arbitrage opportunity.
sell, buy, short-sell, lend
buy, sell, buy, lend
sell, buy, short-sell, borrow
buy, sell, buy, borrow
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