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Suppose one Logoso stock is now sells for $38. A 6-month European call option written on this stock and with an exercise price of $35
Suppose one Logoso stock is now sells for $38. A 6-month European call option written on this stock and with an exercise price of $35 sells for $5.8 and a put option with the same features sells for $1.5. If the risk-free interest rates is 5%, does put-call parity hold? How much money you can receive at the beginning of the period using the arbitrage opportunity
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