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Consider a 2-month $65 European put option on a non-dividend-paying stock. The stock's price at $58. The risk-free interest rate is 5% CCAR? a. Calculate

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Consider a 2-month $65 European put option on a non-dividend-paying stock. The stock's price at $58. The risk-free interest rate is 5% CCAR? a. Calculate the lower bound for the price of call. b. Describe the likely actions of an arbitrageur if the quoted market price of the call is $5. c. What would an arbitrageur do if the market price of the put is $6.75

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