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Tesla (TSLA) is currently trading for $600. The risk-free rate is 3%. A 6-month TSLA European put with strike 585 is trading for $20 more

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Tesla (TSLA) is currently trading for $600. The risk-free rate is 3%. A 6-month TSLA European put with strike 585 is trading for $20 more than the 6-month TSLA European call with strike 585. Construct an arbitrage opportunity involving one of each of these options. What is the guaranteed risk-free profit of this strategy in today?s dollars? Select one: O a. 23.71 O b. 35 O c. 43.71 O d. 20

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