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Question 2 (20 marks) You are currently looking at a put and call option on Motus Holdings Ltd with the same exercise price. Considering

Question 2 (20 marks) You are currently looking at a put and call option on Motus Holdings Ltd with the same exercise price. Considering the information provided below, is there an arbitrage opportunity and how would you take advantage of it? MTH price R105 Exercise_price R97 Risk_free_rate Div_yield 8% 5% Time 2 months Call premium Put_premium R10.99 R2.77

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