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The cc interest rate is 4.750%, and the cc dividend rate for TFC is 1.000%. Here is a table of 7 month European option
The cc interest rate is 4.750%, and the cc dividend rate for TFC is 1.000%. Here is a table of 7 month European option prices. Strike Call Price Put Price 97.500 14.270 8.240 105.000 10.190 12.050 Construct an arbitrage portfolio. What is your best case profit?
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
