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Problem ARB-81A LR1910 In the table below we are given three European options, all three with strike price $100, on the same stock, and expiring

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Problem ARB-81A LR1910 In the table below we are given three European options, all three with strike price $100, on the same stock, and expiring at time T. (a) Complete the table such that (as you can see below) you are short on one vanilla put and the total time-T value is zero. Time-0 Time-0 Payoff at expiration S(T)

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