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This problem involves American options. Suppose you observe in the market an American call option Cso (100, t) trading at a price of $10. Does

This problem involves American options. Suppose you observe in the market an American call option Cso (100, t) trading at a price of $10. Does an arbitrage opportunity exist? If so, what is the exact arbitrage profit amount? If not, enter zero. Question 6 5 pts This problem involves American options. Suppose you observe in the market an American put option Piso (100, t) trading at a price of $100. Does an arbitrage opportunity exist? If so, what is the exact arbitrage profit amount? If not, enter zero

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