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The following one-month call options are available: a 110-call that trades at $9 per call, a 120-call that trades at $6 per call, and a
The following one-month call options are available: a 110-call that trades at $9 per call, a 120-call that trades at $6 per call, and a 125-call that trades at $2 per call. Which of the following are arbitrage strategies? You must select all correct answers to get credit. No partial credit is given. Buy one 110-call, buy one 125-call, sell two 120-calls Buy one 110-call, buy two 125-calls, sell three 120-calls Buy one 110-call, buy one 125-call, sell three 120-calls Buy two 110-calls, buy two 125-calls, sell four 120-calls
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