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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 the

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 Exercise_price Risk_free_rate Div_yield Time Call_premium Put_premium R105 R97 8% 5% 2 months R10.99 R2.77

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