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Question 22 2 pts A stock is selling at $40, a 3-month put at $50 is selling for $11, a 3-month call at $50 is
Question 22 2 pts A stock is selling at $40, a 3-month put at $50 is selling for $11, a 3-month call at $50 is selling for $1, and the risk-free rate is 6%. How much, if anything, can be made on an arbitrage? $0 (no arbitrage). $0.72 $0.28
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Fundamentals of Investment Management
Authors: Geoffrey Hirt, Stanley Block
10th edition
0078034620, 978-0078034626
