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Assume that the stock price is $60, call option price is $9, the put option price is $5, risk-free rate is 5%, the maturity of

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Assume that the stock price is $60, 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 55. An investor can_the put option, the call option, the stock, and to explore the arbitrage opportunity A. buy, sell, buy, lend $52.4 B. buy, sell, buy, borrow $52.4 C. sell, buy, short-sell, lend $52.4 D. sell, buy, short-sell, borrow $52.4

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