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please show work Is there an arbitrage strategy? If so, what is the correct strategy? #1. USING THE GIVEN INFORMATION: K=$55, r=9.53%, So = $55,

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Is there an arbitrage strategy? If so, what is the correct strategy? #1. USING THE GIVEN INFORMATION: K=$55, r=9.53%, So = $55, T=1yr, c=7, p=1 Draw out its relevant CF table as done in the lecture video What is its arbitrage profit? hint: use put-call parity relationship

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