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Suppose you observe in the market today that the risk-free rate is 2.25%. Consider options on CIBC stock currently priced at 45.75, with exercise price

Suppose you observe in the market today that the risk-free rate is 2.25%. Consider options on CIBC stock currently priced at 45.75, with exercise price of 45 and expiring in exactly 75 days. The call is priced at 3.275, while the corresponding put option is priced at 3.225. Discuss in details any arbitrage opportunities that you can exploit in the market.

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