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is there an arbitrage opportunity? how would you take advantage of it? Show workings You are currently looking at a put and call option on

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is there an arbitrage opportunity? how would you take advantage of it? Show workings

You are currently looking at a put and call option on Company A with the same exercise price. Considering the information provided below, is there an arbitrage opportunity and how would you take advantage of it? MTH Price Risk free Div Yield Time Put Premium Exercise price $97 rate 8% Call premium $10.99 $105 5% 2 months $2.77

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