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In the table below we are given three European options, all three with strike price $100, on the same stock, and expiring at time T.

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In the table below we are given three European options, all three with strike price $100, on the same stock, and expiring at time T. (a) Complete the table such that (as you can see below) you are short on one vanilla put and the total time- T value is zero. (b) Is this an arbitrage opportunity? Circle the correct answer: Yes No

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