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Suppose that there is a European call option and a European put option on the same stock with the same strike price. c =3. S

Suppose that there is a European call option and a European put option on the same stock with the same strike price.

c=3. So=310

r= 10%. T= 0.25

K=30. D=0

Are there arbitrage possibilities when

p= 2.25 ? p= 1 ?

p = 1.26?

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