Jillo, Inc.stock is selling for $54.8 per share. Calls and puts with a $55.9 strike and 40
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Question:
Jillo, Inc.stock is selling for $54.8 per share. Calls and puts with a $55.9 strike and 40 days until expiration are selling for $1.65 and $1.23, respectively. The annualized continuously compounded interest rate is 5.4%. Jillo is not expected to pay dividend over the next 40 days. What potential arbitrage profit exists? Assume continuously compounding and 365 days per year.
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