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> Question 9 12 pts Call price = $6, put price = $3, stock price S = $102, strike price K = $100, time to maturity T = 3 months, and risk-free continuously compounded interest rate r = 5 percent per year. Which statement is CORRECT You can not make an arbitrage profit in this situation. You can make an arbitrage profit of $3.41 per share O Put-call parity holds in this situation You can make an arbitrage profit of $0.24 per share