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Question 23 If the European call option has a market price (premium) of $2.00, the correct arbitrage strategy would involve: Not yet answered Marked out

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Question 23 If the European call option has a market price (premium) of $2.00, the correct arbitrage strategy would involve: Not yet answered Marked out of 1.00 a. Buy the call, buy the stock, invest in the risk free asset b. Buy the call, short-sell the stock, invest in the risk free asset C. Buy the call, short-sell the stock, short-sell the risk free asset P Flag

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