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stock price =$75 T=0.25 (3 months) Call x=$75 =$4.50 Put x=$75 =$3.80 PV of bond (Rf=5% Fv =$75 T=.25) =$74.09 -Exploit the arbitrage opportunity and
stock price =$75
T=0.25 (3 months)
Call x=$75 =$4.50
Put x=$75 =$3.80
PV of bond (Rf=5% Fv=$75 T=.25) =$74.09
-Exploit the arbitrage opportunity and show the appropriate arbitrage strategy.
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Fundamentals Of Healthcare Finance
Authors: Louis C. Gapenski
2nd Edition
1567934757, 978-1567934755
