Question
European call and put options with strike price $35 and exercise date in 3 months are trading at $6.10 and $8.25. The price of the
European call and put options with strike price $35 and exercise date in 3 months are trading at $6.10 and $8.25. The price of the underlying stock is $33.5 and the interest rate is 8.12%. Find an arbitrage opportunity.
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Financial Management For Public, Health, And Not-for-Profit Organizations
Authors: Steven A. FinklerDaniel L. Smith, Thad D. Calabrese
6th Edition
978-1506396811, 150639681X
