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Suppose you wake up and check Coinbase, and the price of a ScottCoin is $80, but the price of a $75-strike Call for one unit

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Suppose you wake up and check Coinbase, and the price of a ScottCoin is $80, but the price of a $75-strike Call for one unit of ScottCoin is $15, and the price of a $75-strike put is $5.50. Both call and put options will expire in 3 months. (a) If the interest rate is currently 4%, is this an arbitrage opportunity? If it is, explain how you would take advantage of it (that is, what do you buy, what do you sell, etc.). (b) If the current interest rate is 4%, and this is an arbitrage opportunity, what is the guaranteed profit you can make? If it is not an arbitrage opportunity, just enter 0; otherwise, for your calculation, use the approximation e" ~ ltr

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