Question
On February 1st, September call option with exercise price of $55 written on Aztec stock is sold for $4.375 per share and September put option
On February 1st, September call option with exercise price of $55 written on Aztec stock is sold for $4.375 per share and September put option with exercise price of $55 written the same stock is sold for $6 per share. At the time, T-bills coming due in September were price to yield 12%. Aztec stock was sold for $53 per share on February 1st. 1. If the call option, Aztec stock, and T-bills are correctly priced, what was the appropriate value of put option? (1 points) 2. How to take advantage of this situation? Please show arbitrage profit using arbitrage table. (2 points)
i know part one please answer part 2
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