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Suppose that.. c=3 r = 10% S0= 31 T = 0.25 X =30 What are the arbitrage possibilities if: p = 2.25 ? p =

Suppose that..

c=3	r = 10%
S0= 31
T = 0.25	X =30

What are the arbitrage possibilities if:

p = 2.25 ?

p = 1 ?

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