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The current price of a stock is $60. The one-year European call option on the stock at a strike of $59 is trading at $14.02. If the one-year rate of interest is 10%, is the call price free from arbitrage, assuming that the stock pays no dividends? Since the call price is less than the stock price minus the present value of the strike price, there are no arbitrage opportunities. Since the call price is greater than the stock price minus the present value of the strike price, there are no arbitrage opportunities. Since the call price is greater than the stock price minus the present value of the strike price, arbitrage opportunities exist. Since the call price is greater than the stock price minus the present value of the strike price, arbitrage opportunities exist. Question 18 2.5pts If the price increases the put price must increase. Question 19 2.5pts The impact of payouts on calls is always: neutral random positive negative Question 20 2.5 pts S is the current price of the underlying asset, K is the strike price of the option, PV(K) is the present value of the strike price, and PV(D) is the present value of dividends receivable over the option life. The time value of a put is: S+KPV(K)(KPV(K))(KPV(K))(PV(K)PV(D))