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European two-month 50 and 55 puts are trading for $2 and $8, respectively. What do you do if the risk free rate is 10% per
- European two-month 50 and 55 puts are trading for $2 and $8, respectively. What do you do if the risk free rate is 10% per year and you think you have an arbitrage opportunity? Justify your answer
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Financial Ratio Analysis
Authors: Andrew P.C.
1st Edition
1973493381, 978-1973493389
