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QUESTION 1 Assume zero rates and no dividends, the forward price is $100. How to make an arbitrage trade if the call (at K=80) is

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QUESTION 1 "Assume zero rates and no dividends, the forward price is $100. How to make an arbitrage trade if the call (at K=80) is quoted at $101? the call at K-100 for and the forward at K-0 for "buy for the first and third blanks and integers for the second and fourth blanks)" (Please write "self or

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