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show excel work / calculations Determine if there is a violation of Put-Call Parity in the following option prices. If so what would be the
show excel work / calculations
Determine if there is a violation of Put-Call Parity in the following option prices. If so what would be the arbitrage profit, and what trades could you do to capture it? Date 10/15/20 Expiration Amazon (AMZN) Strike Price AMZN Dec 3320 Call AMZN Dec 3320 Put Last Sale 3,316.24 3,320 265.75 268.15 12/18/20 12/18/20 0.40% Interest Rate Dividend 0 Determine if there is a violation of Put-Call Parity in the following option prices. If so what would be the arbitrage profit, and what trades could you do to capture it? Date 10/15/20 Expiration Amazon (AMZN) Strike Price AMZN Dec 3320 Call AMZN Dec 3320 Put Last Sale 3,316.24 3,320 265.75 268.15 12/18/20 12/18/20 0.40% Interest Rate Dividend 0Step by Step Solution
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