John Paulsonis a portfolio manager with TechPlus Investments, a U$.$S$.-$based financial asset management firm. John is considering using options to enhance portfolio returns and control risk. He asks his junior analyst, Tommy Hilfiger, to help him. Hilfiger collected the current market prices and data of selected instruments related to Lotus stock in Table $2.$ According to Table $2,$ which of the

Atte

$1$ atte

following should be Smith's arbitrage strategy? $($Choose the best answer$)($use this put call parity formula for the calculation: $C+D+K{e}^{-{?}^{-T}}=p+S_0)$

Table $2$