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suppose that a European call option price c=4; spot price S=45, T=6months; r=10% per annum; strike price k=30 and dividents D=0. Use the put-call parity

suppose that a European call option price c=4; spot price S=45, T=6months; r=10% per annum; strike price k=30 and dividents D=0. Use the put-call parity to calculate the arbitrage possibilities when p=5 p=2.

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