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Given the following information (the call and put have the same strike price, maturity and underlying asset): So $10 K $5 T (year) 1 0%

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Given the following information (the call and put have the same strike price, maturity and underlying asset): So $10 K $5 T (year) 1 0% European call $6 European put $2 s there any arbitrage opportunity? If yes, explain how arbitrage can be carried out. (5 marks) r

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