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The shore of botim is trading at $35 while the respective futures contract (6-month time to maturity) written on BBB share is trading at 543.

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The shore of botim is trading at $35 while the respective futures contract (6-month time to maturity) written on BBB share is trading at 543. Moreover, we know that the firm B88 pays no dividends. If we assume that the annual risk free interest rate is 9% with continuous compounding, then, is there an arbitrage opportunity Da Yes, with the respective arbitrage profit being 56.39 at the maturity Ob Yes, with the respective arbitrage profit being 52.88 OC No, there is no arbitrage opportunity in the market Od Yes, with the respective arbitrage profit being $6.11 at the maturity

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