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If a call is selling for $6.50 when the true price calculated from a binomial tree is $6.06, how can you arbitrage the position? (show
If a call is selling for $6.50 when the true price calculated from a binomial tree is $6.06, how can you arbitrage the position? (show all work)
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The Analysis And Use Of Financial Statements
Authors: Gerald I. White, Ashwinpaul C. Sondhi, Haim D. Fried
3rd Edition
0471375942, 978-0471375944
