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Suppose the following for European options Stock price 594 3-month coll options with strike price 597 3-month put option with striceprice 508 year risk-free rate

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Suppose the following for European options Stock price 594 3-month coll options with strike price 597 3-month put option with striceprice 508 year risk-free rate is 3 The call option is trading at 5 and there is a similar call option with an exercise price of $100 is trading or 51 The arbitrage gain that can be made is equal to $100 Ob 5200 SLOG 5200 $3.02 O E

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