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C16 21. Suppose the one-year futures price is currently $35. A one-year European call option and one-year European put option on the futures with a

C16 21. Suppose the one-year futures price is currently $35. A one-year European call option and one-year European put option on the futures with a strike price of $34 are both priced at $2 in the market. The risk-free rate is 10% annually. What is the arbitrage opportunity

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