QUESTION $9$

Consider an investor with a position consisting of $1$ long European call and $1$ long European put, both having strike price of $$50.$ The current underlying asset price is $$50.$ The call price is $$3$ and the put price is $$2.$ With this position, if the stock price at maturity is above $q,,$ the investor CANNOT make a profit.

A$.45,55$

B$.48,53$

C$.55,45$

D$.47,53$

QUESTION $10$

Suppose the underline stock price is $$110,$ call price is $$10,$ put price is $$6,$ ris To take advantage of an arbitrage opportunity, we should

A$.$ Buy stock, buy put, sell call, and borrowing $$100$

B$.$ Buy stock, buy put, sell call, and lending $$100$

C$.$ Sell stock, sell put, buy call, and lending $$100$

D$.$ Sell stock, sell put, buy call, and borrowing $$100$