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Question 2 1 pts Prices for American calls and puts with strike prices 113, 121, and 126 are provided below. Strike Price 113 121 126
Question 2 1 pts Prices for American calls and puts with strike prices 113, 121, and 126 are provided below. Strike Price 113 121 126 17 15 11 Call Premium Put 14 20 26 Premium Based on the information provided, which of the strategies below represent an arbitrage opportunity? Buy 113-Strike Put, Sell 121-Strike Put O Sell 113-Strike Call, Buy 126-Strike Call Buy 113-Strike Put, Sell 126-Strike Put Buy 121-Strike Put, Sell 12-Strike Put o Sell 121-Strike Call, Buy 126-Strike Call Sell 113-Strike Call, Buy 121-Strike Call
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