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Is there a possibility of arbitrage if the one-year Call option per share with a strike price of 70 rubles costs 10 rubles, and the
Is there a possibility of arbitrage if the one-year Call option per share with a strike price of 70 rubles costs 10 rubles, and the one-year Put option with a similar strike price costs 12 rubles. The current market price of the stock is 65 rubles, and the risk-free interest rate is 8%. Describe the actions of the arbitrageur to obtain a guaranteed profit.
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