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Suppose the European call and put options with strike price exist20 and maturity date in 1 month cost exist2.0 and exist1.0, respectively. The underlying stock

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Suppose the European call and put options with strike price exist20 and maturity date in 1 month cost exist2.0 and exist1.0, respectively. The underlying stock price is exist18 and the risk-free interest rate is 0.08%. (a) Is there an arbitrage opportunity? (b) If yes, how would you implement arbitrage opportunity

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